Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Spline approximations to conditional Archimedean copula   We propose a flexible copula model to describe changes with a covariate in
the dependence structure of (conditionally exchangeable) random variables. The
starting point is a spline approximation to the generator of an Archimedean
copula. Changes in the dependence structure with a covariate $x$ are modelled
by flexible regression of the spline coefficients on $x$. The performances and
properties of the spline estimate of the reference generator and the abilities
of these conditional models to approximate conditional copulas are studied
through simulations. Inference is made using Bayesian arguments with posterior
distributions explored using importance sampling or adaptive MCMC algorithms.
The modelling strategy is illustrated with two examples.

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The categories of this paper are: eess
9
The categories of this paper are: nlin
37
The categories of this paper are: supr-con
29
The categories of this paper are: funct-an
32
The categories of this paper are: atom-ph
7
The categories of this paper are: hep-th
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The categories of this paper are: comp-gas
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The categories of this paper are: patt-sol
3
The categories of this paper are: physics
24
The categories of this paper are: dg-ga
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The categories of this paper are: plasm-ph
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The categories of this paper are: nucl-th
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The categories of this paper are: quant-ph
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The categories of this paper are: alg-geom
22
The categories of this paper are: chao-dyn
31
The categories of this paper are: ao-sci