A semiparametric density estimator based on elliptical distributions

DOI10.1016/j.jmva.2003.09.007zbMath1064.62039OpenAlexW2063506058MaRDI QIDQ2486183

Eckhard Liebscher

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

zbMATH Keywords

Kernel density estimatorElliptical distributions

Mathematics Subject Classification ID

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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