Nonparametric recursive estimation of the copula
DOI10.1016/J.SPL.2020.108929zbMATH Open1456.62095OpenAlexW3083797402MaRDI QIDQ826673FDOQ826673
Authors: Felix Camirand Lemyre, G. Decrouez 
Publication date: 6 January 2021
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2020.108929
Recommendations
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Stochastic approximation (62L20)
Cites Work
- Asymptotics of empirical copula processes under non-restrictive smoothness assumptions
- The stochastic approximation method for estimation of a distribution function
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- A Stochastic Approximation Method
- On Asymptotic Normality in Stochastic Approximation
- On the efficiency of on-line density estimators
- A smoothing stochastic algorithm for quantile estimation
- Asymptotic Distribution of Stochastic Approximation Procedures
- The stochastic approximation method for the estimation of a multivariate probability density
Cited In (6)
- Bayesian nonparametric estimation of a copula
- Non-parametric copula estimation under bivariate censoring
- Hybrid copula estimators
- Dependence structure estimation using copula recursive trees
- Non-parametric estimation of copula parameters: testing for time-varying correlation
- Non-parametric estimation of copula based mutual information
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