Semiparametric Density Estimators Using Copulas

DOI10.1081/STA-200045883MaRDI QIDQ4678795zbMATH OpenFDO

Authors Eckhard Liebscher

Publication date 23 May 2005

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1081/STA-200045883

zbMATH Keywords

asymptotic normalitycopuladensity weighting functionmultivariate density estimationstrong convergence

Mathematics Subject Classification ID

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

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Cites work

• A law of the logarithm for kernel density estimators
• A semiparametric density estimator based on elliptical distributions
• Convergence of stochastic processes
• Estimating the density of a copula function
• scientific article; zbMATH DE number 5604036 (Why is no real title available?)
• scientific article; zbMATH DE number 3818834 (Why is no real title available?)
• scientific article; zbMATH DE number 49905 (Why is no real title available?)
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• R–estimation of normed bivariate density functions

Cited in

(18)

• Semiparametric density estimation by local \(L_ 2\)-fitting.
• Smooth copula-based estimation of the conditional density function with a single covariate
• Constraining kernel estimators in semiparametric copula mixture models
• A note on minimum distance estimation of copula densities
• Semiparametric estimation of the parameters of multivariate copulas
• Semiparametric Estimation in Copulas with the Same Marginals
• Copula density estimation by total variation penalized likelihood with linear equality constraints
• Study of semiparametric copula models via divergences with bivariate censored data
• Copula density estimation by finite mixture of parametric copula densities
• A compendium of copulas
• Probit transformation for nonparametric kernel estimation of the copula density
• SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS
• Semiparametric estimation for weighted average derivatives with responses missing at random
• Nonparametric kernel estimation of conditional copula density
• Some developments in semiparametric statistics
• A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density
• Construction of asymmetric multivariate copulas
• Semiparametric multivariate density estimation for positive data using copulas

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