Probit transformation for nonparametric kernel estimation of the copula density (Q527470): Difference between revisions
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Property / author: Gery Geenens / rank | |||
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Property / author: Davy Paindaveine / rank | |||
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Property / Mathematics Subject Classification ID: 62G07 / rank | |||
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Property / Mathematics Subject Classification ID: 62G20 / rank | |||
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Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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Property / zbMATH DE Number: 6714321 / rank | |||
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boundary bias | |||
Property / zbMATH Keywords: boundary bias / rank | |||
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copula density | |||
Property / zbMATH Keywords: copula density / rank | |||
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local likelihood density estimation | |||
Property / zbMATH Keywords: local likelihood density estimation / rank | |||
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transformation kernel density estimator | |||
Property / zbMATH Keywords: transformation kernel density estimator / rank | |||
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unbounded density | |||
Property / zbMATH Keywords: unbounded density / rank | |||
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Revision as of 06:59, 1 July 2023
scientific article
Language | Label | Description | Also known as |
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English | Probit transformation for nonparametric kernel estimation of the copula density |
scientific article |
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Probit transformation for nonparametric kernel estimation of the copula density (English)
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11 May 2017
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boundary bias
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copula density
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local likelihood density estimation
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transformation kernel density estimator
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unbounded density
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