Smooth bootstrapping of copula functionals

DOI10.1214/22-EJS2007MaRDI QIDQ2137805zbMATH OpenFDO

Authors Maximilian Coblenz, Oliver Grothe, Klaus Herrmann, Marius Hofert

Publication date 11 May 2022

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2110.03397, https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-1/Smooth-bootstrapping-of-copula-functionals/10.1214/22-EJS2007.full

zbMATH Keywords

bandwidth matrixbandwidth selectiondata augmentationdependence distortionkernel distribution estimationkernel smoothingsmooth bootstrap

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(3)

• Smooth copula-based estimation of the conditional density function with a single covariate
• A comparison of latent space modeling techniques in a plain-vanilla autoencoder setting
• Bootstrapping the conditional copula

Describes a project that uses

Uses Software

• KernSmooth
• copula
• QRM
• copula
• DLMF

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