A semiparametric density estimator based on elliptical distributions
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Publication:2486183
DOI10.1016/j.jmva.2003.09.007zbMath1064.62039OpenAlexW2063506058MaRDI QIDQ2486183
Publication date: 5 August 2005
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2003.09.007
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
Related Items (10)
Illumination Depth ⋮ Rank-based optimal tests of the adequacy of an elliptic VARMA model ⋮ Convex and radially concave contoured distributions ⋮ Using pseudometrics in kernel density estimation ⋮ Nonparametric estimation of multivariate elliptic densities via finite mixture sieves ⋮ Semiparametric estimation of the high-dimensional elliptical distribution ⋮ Optimal tests for elliptical symmetry: specified and unspecified location ⋮ Semiparametric Density Estimators Using Copulas ⋮ Identifiability and estimation of meta-elliptical copula generators ⋮ Optimal tests for homogeneity of covariance, scale, and shape
Cites Work
- A law of the logarithm for kernel density estimators
- Robust m-estimators of multivariate location and scatter
- Progress in data-based bandwidth selection for kernel density estimation
- Transformation- based density estimation For weighted distributions
- An Improved Estimator of the Density Function at the Boundary
- The relative canonical algebra for genus 4 fibrations
- On Estimation of a Probability Density Function and Mode
- Convergence of stochastic processes
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