Estimation of a Copula when a Covariate Affects only Marginal Distributions

Veraverbeke, Noël, Omelka, Marek, Gijbels, Irène . Scandinavian Journal of Statistics 2015. 42 (4) :1109-1126

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Bibtex

@article{CIS-461905,
  Author = {Veraverbeke, Noël and Omelka, Marek and Gijbels, Irène},
  Title = {Estimation of a Copula when a Covariate Affects only Marginal Distributions},
  Journal = {Scandinavian Journal of Statistics},
  Volume = {42},
  Number = {4},
  Year = {2015},
  Pages = {1109--1126},
  Keywords = {}
}

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