Nonparametric estimation of the measure of functional dependence

DOI10.3934/MATH.2021782OpenAlexW3200410361MaRDI QIDQ2142917

Qianning Liu, Qingsong Shan

Publication date: 30 May 2022

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/math.2021782

zbMATH Keywords

copulafunctional dependencemutual complete dependencebeta kernelmonparametric estimation

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05)

Uses Software

• UCI-ml
• kdecopula

Cites Work

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• Beta kernel estimators for density functions
• Probit transformation for nonparametric kernel estimation of the copula density
• Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
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• Estimating copula densities through wavelets
• Copulas and Markov processes
• Norms for copulas
• Weak convergence and empirical processes. With applications to statistics
• A measure of mutual complete dependence
• A measure of multivariate mutual complete dependence
• Flexible Copula Density Estimation with Penalized Hierarchical B-splines
• A new distribution-free quantile estimator
• A Copula‐Based Non‐parametric Measure of Regression Dependence

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