A semiparametric density estimator based on elliptical distributions

DOI10.1016/J.JMVA.2003.09.007MaRDI QIDQ2486183zbMATH OpenOpenAlexFDO

Authors 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

Elliptical distributionsKernel density estimator

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Estimation in multivariate analysis (62H12)

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Cited in

(19)

• Optimal tests for homogeneity of covariance, scale, and shape
• Identifiability and estimation of meta-elliptical copula generators
• Convex and radially concave contoured distributions
• Optimal tests for elliptical symmetry: specified and unspecified location
• Rank-based optimal tests of the adequacy of an elliptic VARMA model
• Semiparametric estimation of the high-dimensional elliptical distribution
• Using pseudometrics in kernel density estimation
• Nonparametric estimation of multivariate elliptic densities via finite mixture sieves
• scientific article; zbMATH DE number 17212 (Why is no real title available?)
• Semiparametric Inference and Lower Bounds for Real Elliptically Symmetric Distributions
• Semiparametric Density Estimators Using Copulas
• The relative canonical algebra for genus 4 fibrations
• Illumination Depth
• Constructing models for spherical and elliptical densities
• A general semi-parametric elliptical distribution model for semi-supervised learning
• Fast estimation of Kendall's tau and conditional Kendall's tau matrices under structural assumptions
• Density model checks via the lack-of-fitness
• Bayesian semi-parametric approaches to normal/independent and elliptical distributions
• Flexible Bayesian Estimation of Elliptical Copulas

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