"1"^^ . "RIV/00216208:11320/11:10100435" . "3"^^ . "4" . . "Estimation of a Conditional Copula and Association Measures" . . "0303-6898" . "Estimation of a Conditional Copula and Association Measures"@en . "Z(MSM0021620839)" . "RIV/00216208:11320/11:10100435!RIV12-MSM-11320___" . "This paper is concerned with studying the dependence structure between two random variables Y1 and Y2 conditionally upon a covariate X. The dependence structure is modelled via a copula function, which depends on the given value of the covariate in a general way. Gijbels et al. (2011) suggested two nonparametric estimators of the ''conditional'' copula and investigated their numerical performances. In this paper we establish the asymptotic properties of the proposed estimators as well as conditional association measures derived from them. Practical recommendations for their use are then discussed."@en . "11320" . "This paper is concerned with studying the dependence structure between two random variables Y1 and Y2 conditionally upon a covariate X. The dependence structure is modelled via a copula function, which depends on the given value of the covariate in a general way. Gijbels et al. (2011) suggested two nonparametric estimators of the ''conditional'' copula and investigated their numerical performances. In this paper we establish the asymptotic properties of the proposed estimators as well as conditional association measures derived from them. Practical recommendations for their use are then discussed." . . "15"^^ . . "Estimation of a Conditional Copula and Association Measures" . "Measures; Association; Copula; Conditional; Estimation"@en . . . . "Gijbels, Irene" . . "197980" . "10.1111/j.1467-9469.2011.00744.x" . "[5CF1C508F67D]" . "Scandinavian Journal of Statistics" . . . . "38" . . . "Veraverbeke, Noel" . "Omelka, Marek" . . . . "Estimation of a Conditional Copula and Association Measures"@en . . "000297841000009" . . "GB - Spojen\u00E9 kr\u00E1lovstv\u00ED Velk\u00E9 Brit\u00E1nie a Severn\u00EDho Irska" .