Estimating the density of a copula function
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Cites work
- Approximation Theorems of Mathematical Statistics
- scientific article; zbMATH DE number 3862231 (Why is no real title available?)
- Incorporating support constraints into nonparametric estimators of densities
- Monotone dependence
- On Estimation of a Probability Density Function and Mode
- On nonparametric measures of dependence for random variables
- The oscillation behavior of empirical processes
Cited in
(47)- Estimating copula densities through wavelets
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Nonparametric estimation of simplified vine copula models: comparison of methods
- A note on testing independence by a copula-based order selection approach
- Nonparametric estimation of the cross ratio function
- Nonparametric estimation of the conditional tail copula
- Modeling dependence via copula of functionals of Fourier coefficients
- Nonparametric C- and D-vine-based quantile regression
- Approximations of copulas via transformed moments
- Positive quadrant dependence testing and constrained copula estimation
- Flexible copula density estimation with penalized hierarchical B-splines
- Positive quadrant dependence tests for copulas
- Non-parametric copula estimation under bivariate censoring
- Semiparametric estimation of the parameters of multivariate copulas
- Copula density estimation by total variation penalized likelihood
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Semiparametric estimation of conditional copulas
- Multivariate multiple test procedures based on nonparametric copula estimation
- Semiparametric Density Estimators Using Copulas
- A nonparametric Bayesian approach to copula estimation
- Non-parametric estimation of copula based mutual information
- A semiparametric copula-based estimation of the regression function for right-censored data
- A note on asymptotic normality of a copula function in regression model
- Copula-Based Regression Estimation and Inference
- Nonparametric estimation of copula functions for dependence modelling
- Symmetrized multivariate k-NN estimators
- Testing symmetry for bivariate copulas using Bernstein polynomials
- Wavelet block thresholding for copula density estimation under biased sampling
- When copulas and smoothing met: an interview with Irène Gijbels
- Nonparametric universal copula modeling
- Applying copula models to individual claim loss reserving methods
- Nonparametric Estimation and Testing for Positive Quadrant Dependent Bivariate Copula
- Transformation-Kernel Estimation of Copula Densities
- A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate
- Conditions for preserving transform order relations of identically distributed component lifetimes by system lifetimes
- A Nonparametric Bayesian Estimator of Copula Density with Applications to Financial Market
- Copula-based expectile regression: estimation and inference
- Sensitivity analysis from a single input/output sample
- 2-copulas and linear splines: necessary conditions and multivariate case
- Estimation of high-order moment-independent importance measures for Shapley value analysis
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- A quantile-copula approach to conditional density estimation
- Some comments on goodness-of-fit tests for the parametric form of the copula based on \(L^{2}\)-distances
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
- Partial and average copulas and association measures
- Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
- Semiparametric multivariate density estimation for positive data using copulas
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