Non and semiparametric methods based on copula functions

标题：基于Copula函数的非参数和半参数方法*我们提出了完全和右删失数据的基于Copula函数的新的统计方法的发展。对于截尾数据，我们提出并研究了使用Copulas估计条件相关性和回归函数的新的非参数和半参数方法。此外，基于Copula函数，我们试图设计新的独立性和条件独立性检验。推导出了一个在经济学和金融学中非常流行的因果检验。探索了无条件联结和有条件联结的新的拟合优度检验。

Title: Non and semiparametric methods based on copula functions****We propose the development of new statistical methods based on copula functions for complete and right censored data. For censored data, we propose and investigate new, non and semiparametric, methods of estimation of the conditional dependence and of the regression function using copulas. Also, based on copula functions, we seek to design new tests of independence and conditional independence. A test of causality, which a very popular in economics and finance, is derived. Novel goodness-of-fit tests for unconditional and conditional copulas are explored.