Transformation-Kernel Estimation of Copula Densities (Q6626292)

scientific article; zbMATH DE number 7933409

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English	Transformation-Kernel Estimation of Copula Densities	scientific article; zbMATH DE number 7933409

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instance of

scholarly article

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title

Transformation-Kernel Estimation of Copula Densities (English)

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Journal of Business and Economic Statistics

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publication date

28 October 2024

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MaRDI profile type

Publication

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cites work

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Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skew<i>t</i>-Distribution

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Bernstein estimator for unbounded copula densities

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Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data

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Estimation of copula-based semiparametric time series models

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Estimation and model selection of semiparametric multivariate survival functions under general censorship

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Efficient Estimation of Semiparametric Multivariate Copula Models

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Plug-in bandwidth matrices for bivariate kernel density estimation

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Convergence rates for unconstrained bandwidth matrix selectors in multivariate kernel density estimation

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Goodness-of-fit tests for copulas

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An Overview of the Goodness-of-Fit Test Problem for Copulas

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Understanding Relationships Using Copulas

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Probit transformation for nonparametric kernel estimation of the copula density

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A semiparametric estimation procedure of dependence parameters in multivariate families of distributions

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Estimating copula densities through wavelets

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On the covariance of the asymptotic empirical copula process

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Estimating the density of a copula function

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Estimating a bivariate density when there are extra data on one or both components

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Nonparametric density estimation with a parametric start

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A note on the asymptotic behavior of the Bernstein estimator of the copula density

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Flexible copula density estimation with penalized hierarchical B-splines

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Fitting bivariate loss distributions with copulas

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Copula-based multivariate GARCH model with uncorrelated dependent errors

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An introduction to copulas.

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On the structure and estimation of hierarchical Archimedean copulas

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Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing

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Copula–Based Models for Financial Time Series

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Likelihood-based estimation in a panel setting: robustness, redundancy and validity of copulas

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Copula density estimation by total variation penalized likelihood with linear equality constraints

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Nonparametric estimation of distributions with given marginals via Bernstein-Kantorovich polynomials: \(L_{1}\) and pointwise convergence theory

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THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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Kernel-based goodness-of-fit tests for copulas with fixed smoothing parameters

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Linear B-spline copulas with applications to nonparametric estimation of copulas

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Q3281461

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An asymptotically optimal window selection rule for kernel density estimates

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Nonparametric estimation and inference for conditional density based Granger causality measures

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Q4865051

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Comparison of Smoothing Parameterizations in Bivariate Kernel Density Estimation

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Transformations in Density Estimation

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An Improved Transformation-Based Kernel Estimator of Densities on the Unit Interval

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Identifiers

zbMATH Open document ID

1547.62945

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DOI

10.1080/07350015.2018.1469999

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Mathematics Subject Classification ID

62P20

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zbMATH DE Number

7933409

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Sitelinks

Mathematics(1 entry)

mardi Publication:6626292