On the recursive estimation using copula function in the regression model

Djamila Bennafla, Amina Angelika Bouchentouf, Abbes Rabhi
2016 New Trends in Mathematical Sciences  
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.
doi:10.20852/ntmsci.2016115601 fatcat:ygv5g6fz4vdgrgbx5hohwc42ne