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Bernstein estimator for unbounded density copula
Bouezmarni, Taoufik; El Ghouch, Anouar; Taamouti, Abderrahim - 2011
Persistent link: https://www.econbiz.de/10009704701
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A nonparametric copula based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009
Persistent link: https://www.econbiz.de/10003964473
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A nonparametric copula based test for conditional independence with applications to granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2009
Persistent link: https://www.econbiz.de/10003971763
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Nonparametric Copula-based test for conditional independence with applications to Granger causality
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - In: Journal of business & economic statistics : JBES ; a … 30 (2012) 2, pp. 275-287
Persistent link: https://www.econbiz.de/10009657333
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik; Rombouts, Jeroen V. K.; Taamouti, … - 2008
Persistent link: https://www.econbiz.de/10003813959
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Asymptotic properties of the Bernstein density copula for dependent data
Bouezmarni, Taoufik (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003774299
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Copula-based estimation of health concentration curves with an application to COVID-19
Bouezmarni, Taoufik; Doukali, Mohamed; Taamouti, Abderrahim - 2022
Persistent link: https://www.econbiz.de/10013171407
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Semiparametric conditional quantile estimation through copula-based multivariate models
Noh, Hohsuk; El Ghouch, Anouar; Van Keilegom, Ingrid - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 2, pp. 167-178
Persistent link: https://www.econbiz.de/10011390008
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Semi-Parametric Copula-Based Models Under Non-Stationarity
Nasri, Bouchra R. - 2018
In this paper, we consider non-stationary response variables and covariates, where the marginal distributions and the associated copula may be time-dependent. We propose estimators for the unknown parameters and we establish the limiting distribution of the estimators of the copula and the...
Persistent link: https://www.econbiz.de/10012910485