Pages that link to "Item:Q527470"

The following pages link to Probit transformation for nonparametric kernel estimation of the copula density (Q527470):

Displaying 17 items.

• Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas (Q93079) (← links)
• Nonparametric estimation of simplified vine copula models: comparison of methods (Q1616352) (← links)
• Conditional density estimation using the local Gaussian correlation (Q1702011) (← links)
• The locally Gaussian density estimator for multivariate data (Q1703839) (← links)
• Measuring dependence between random vectors via optimal transport (Q2078573) (← links)
• Smooth bootstrapping of copula functionals (Q2137805) (← links)
• Nonparametric estimation of the measure of functional dependence (Q2142917) (← links)
• Nonparametric C- and D-vine-based quantile regression (Q2667760) (← links)
• Local-Likelihood Transformation Kernel Density Estimation for Positive Random Variables (Q3391163) (← links)
• The Hellinger Correlation (Q5885090) (← links)
• Modelling credit card exposure at default using vine copula quantile regression (Q6168620) (← links)
• Inference for accelerated bivariate dependent competing risks model based on Archimedean copulas under progressive censoring (Q6192309) (← links)
• \texttt{fastMI}: a fast and consistent copula-based nonparametric estimator of mutual information (Q6200945) (← links)
• Testing bivariate independence based on <i>α</i> -divergence by improved probit transformation method for copula density estimation (Q6544965) (← links)
• Nonparametric universal copula modeling (Q6576820) (← links)
• Transformation-Kernel Estimation of Copula Densities (Q6626292) (← links)
• A new wavelet estimator of multivariate copula densities based on Sklar's theorem, with optimal strong uniform convergence rate (Q6629789) (← links)