On Kendall's regression

Alexis Derumigny, Jean-David Fermanian*

*Corresponding author for this work

Research output: Contribution to journalArticleAcademicpeer-review

Original languageEnglish
Article number104610
Number of pages22
JournalJournal of multivariate analysis
Volume178
Early online date23 Mar 2020
DOIs
Publication statusPublished - Jul 2020

Keywords

  • UT-Hybrid-D
  • Conditional Kendall's tau
  • Kernel smoothing
  • Regression-type models
  • Conditional dependence measures

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