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~isPartOf:"Série des documents de travail"
~subject:"single-index models"
~type_genre:"Mikroform"
~type_genre:"Working Paper"
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single-index models
Multivariate Verteilung
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Multivariate distribution
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Estimation theory
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Schätztheorie
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Bootstrap approach
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Conditional copulae
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Endogenous regime switching
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Non-convex regularizer
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State space model
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composite likelihood
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conditional copula
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copula
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copulas
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exponential bounds
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kernel smoothing
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polynomial expansion
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pseudo-observations
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simplifying assumption
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statistical consistency
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time irreversibility
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Fermanian, Jean-David
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Lopez, Olivier
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Single-index copulae
Fermanian, Jean-David
;
Lopez, Olivier
-
2015
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