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On the recursive estimation using copula function in the regression model

Journal: NEW TRENDS IN MATHEMATICAL SCIENCES (Vol.4, No. 1)

Publication Date:

Authors : ; ; ; ;

Page : 25-37

Keywords : Copulas nonparametric estimation recursive estimation regression model.;

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Abstract

The main aim of this paper is to study the recursive estimation of the regression model by the transformed copula, giving its asymptotic properties to improve the performance of predictors nonparametric kernel, reducing their time calculations by using recursive kernels.

Last modified: 2016-10-30 05:08:39