Smooth copula-based estimation of the conditional density function with a single covariate

DOI10.1016/J.JMVA.2017.04.008MaRDI QIDQ2011515zbMATH OpenOpenAlexFDO

Authors Paul Janssen, Jan Swanepoel, Noël Veraverbeke

Publication date 3 August 2017

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL http://hdl.handle.net/1942/24054

zbMATH Keywords

asymptotic distributionBernstein estimationconditional densitycopula

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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• Semiparametric Density Estimators Using Copulas

Cites work

• A crossvalidation method for estimating conditional densities
• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• A quantile-copula approach to conditional density estimation
• An introduction to copulas.
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• Large sample behavior of the Bernstein copula estimator
• Nonparametric Statistical Data Modeling
• On estimating distribution functions using Bernstein polynomials
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

Cited in

(8)

• Smooth conditional distribution estimators using Bernstein polynomials
• Asymptotic properties of Bernstein estimators on the simplex
• Nonparametric estimation of the cross ratio function
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
• Bernstein copulas and composite Bernstein copulas
• Nonparametric kernel estimation of conditional copula density
• Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex
• A quantile-copula approach to conditional density estimation

Describes a project that uses

Uses Software

• copula
• copula

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