Dependence Calibration in Conditional Copulas: A Nonparametric Approach
| Year of publication: |
2011
|
|---|---|
| Authors: | Acar, Elif F. ; Craiu, Radu V. ; Yao, Fang |
| Published in: |
Biometrics. - The International Biometric Society. - Vol. 67.2011, 2, p. 445-453
|
| Publisher: |
The International Biometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010948124