Pages that link to "Item:Q961398"

The following pages link to Semiparametric multivariate density estimation for positive data using copulas (Q961398):

Displaying 7 items.

• Application of copulas to multivariate control charts (Q393636) (← links)
• Dependence modeling in non-life insurance using the Bernstein copula (Q414613) (← links)
• Applying copula models to individual claim loss reserving methods (Q659223) (← links)
• A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density (Q894565) (← links)
• Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data (Q1041059) (← links)
• Asymptotic properties of Dirichlet kernel density estimators (Q2057837) (← links)
• Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data (Q2189108) (← links)