Semiparametric estimation of the high-dimensional elliptical distribution

DOI10.1016/j.jmva.2022.105142OpenAlexW4311498903MaRDI QIDQ2692920

Eckhard Liebscher, Ostap Okhrin

Publication date: 17 March 2023

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2022.105142

zbMATH Keywords

kernel density estimatorelliptical distributions

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12)

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