dependence. It includes the Spearman copula and a specific Fréchet copula as special cases. Some properties and a generalized …

copulabased non linear quantile regression known as copula quantile regression (CQR).The discussion of the properties of the …

-dependence coefficients from the copula-based approach are applied. The analysis period covered 2007 until 2019. The period of the COVID-19 …

This paper considers efficient estimation of copula-based semiparametric strictly stationary Markov models. These … models are characterized by nonparametric invariant distributions and parametric copula functions; where the copulas capture … maximum likelihood estimation (MLE) for the copula parameter, the invariant distribution and the conditional quantiles. We …