Mean and quantile regression in the copula setting: Properties, sharp bounds and a note on estimation

SSRN Electronic Journal 2026 Preprint Open access

Read full text
Authors: Henrik Kaiser, Wolfgang Trutschnig
DOI: 10.2139/ssrn.6759373
Cited by: 0

Fields of Study & Subjects

Fault Detection and Control Systems Statistical Methods and Inference Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Language
EN
Document type
Preprint