"Semiparametric estimation of conditional copulas."

Fentaw Abegaz, Irène Gijbels, Noël Veraverbeke (2012)

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DOI: 10.1016/J.JMVA.2012.04.001

access: open

type: Journal Article

metadata version: 2022-10-02

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Fentaw Abegaz, Irène Gijbels, Noël Veraverbeke:
Semiparametric estimation of conditional copulas. J. Multivar. Anal. 110: 43-73 (2012)

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