On weak conditional convergence of bivariate Archimedean and Extreme Value copulas, and consequences to nonparametric estimation
Work
Year: 2021
Type: article
Abstract: Looking at bivariate copulas from the perspective of conditional distributions and considering weak convergence of almost all conditional distributions yields the notion of weak conditional convergenc... more
Source: Bernoulli
Institution University of Salzburg
Cites: 26
Cited by: 24
Related to: 10
FWCI: 4.165
Citation percentile (by year/subfield): 99.99
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: green