A Novel Nonparametric Estimation for Conditional Copula Functions Based on Bayes Theorem
Conditional copula which measures the conditional dependence among variables, possesses a special position in copula field. In this article, based on Bayes theorem, we derive three kinds of conditional copula functions as the product of the corresponding conditional copula density functions and the...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
IEEE
2019-01-01
|
| Series: | IEEE Access |
| Subjects: | |
| Online Access: | https://ieeexplore.ieee.org/document/8938796/ |