Transformation-Kernel Estimation of Copula Densities
From MaRDI portal
Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 646830 (Why is no real title available?)
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 847282 (Why is no real title available?)
- A note on the asymptotic behavior of the Bernstein estimator of the copula density
- A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
- An asymptotically optimal window selection rule for kernel density estimates
- An improved transformation-based kernel estimator of densities on the unit interval
- An introduction to copulas.
- An overview of the goodness-of-fit test problem for copulas
- Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data
- Bernstein estimator for unbounded copula densities
- Beta kernel estimators for density functions
- Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation
- Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation
- Copula density estimation by total variation penalized likelihood with linear equality constraints
- Copula-based multivariate GARCH model with uncorrelated dependent errors
- Copula–Based Models for Financial Time Series
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Efficient Estimation of Semiparametric Multivariate Copula Models
- Estimating a bivariate density when there are extra data on one or both components
- Estimating copula densities through wavelets
- Estimating the density of a copula function
- Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification
- Estimation and model selection of semiparametric multivariate survival functions under general censorship
- Estimation of copula-based semiparametric time series models
- Fitting bivariate loss distributions with copulas
- Flexible copula density estimation with penalized hierarchical B-splines
- Goodness-of-fit tests for copulas
- Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing
- Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters
- Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas
- Linear B-spline copulas with applications to nonparametric estimation of copulas
- Nonparametric density estimation with a parametric start
- Nonparametric estimation and inference for conditional density based Granger causality measures
- Nonparametric estimation of copula functions for dependence modelling
- Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory
- On the covariance of the asymptotic empirical copula process
- On the structure and estimation of hierarchical Archimedean copulas
- Plug-in bandwidth matrices for bivariate kernel density estimation
- Probit transformation for nonparametric kernel estimation of the copula density
- SiZer for Exploration of Structures in Curves
- THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS
- Thresholding methods to estimate copula density
- Transformations in Density Estimation
- Understanding Relationships Using Copulas
Cited in
(1)
This page was built for publication: Transformation-Kernel Estimation of Copula Densities
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626292)