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Nonparametric estimation of multivariate multiparameter conditional copulas

Crossref DOI link: https://doi.org/10.1016/j.jkss.2016.08.003

Published Print: 2017-03

Update policy: https://doi.org/10.1016/elsevier_cm_policy

Authors

Lin, Jin-Guan

Zhang, Kong-Sheng

Zhao, Yan-Yong
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Article Title: Nonparametric estimation of multivariate multiparameter conditional copulas

Journal Title: Journal of the Korean Statistical Society

CrossRef DOI link to publisher maintained version: https://doi.org/10.1016/j.jkss.2016.08.003

Content Type: article

Copyright: © 2016 The Korean Statistical Society. Published by Elsevier B.V. All rights reserved.