Semiparametric conditional quantile estimation through copula-based multivariate models
Hohsuk Noh, Anouar El Ghouch, and Ingrid Van Keilegom
| Year of publication: |
2015
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|---|---|
| Authors: | Noh, Hohsuk ; El Ghouch, Anouar ; Van Keilegom, Ingrid |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 33.2015, 2, p. 167-178
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| Subject: | Check function | Dependence modeling | Markov process | Pseudo-log-likelihood | Vine copulas | Multivariate Verteilung | Multivariate distribution | Markov-Kette | Markov chain | Nichtparametrisches Verfahren | Nonparametric statistics | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011390008