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stat.ME2023
Nonparametric Estimation of Conditional Copula using Smoothed Checkerboard Bernstein Sieves
Lu Lu, Sujit Ghosh
Conditional copulas are useful tools for modeling the dependence between multiple response variables that may vary with a given set of predictor variables. Conditional dependence m…
stat.ME2021★ 1 cited
Nonparametric estimation of multivariate copula using empirical bayes method
Lu Lu, Sujit Ghosh
In the field of finance, insurance, and system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a…