Estimation of a Copula when a Covariate Affects only Marginal Distributions

By Irène Gijbels, Marek Omelka, Noël Veraverbeke. 2015

49 citations recorded by the source corpus.

Subfields: Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/ffa7c2660816e0668ab48d60b7335abecdebb8af