Smooth copula-based estimation of the conditional density function with a single covariate

DOI10.1016/j.jmva.2017.04.008zbMath1368.62080OpenAlexW2609214997MaRDI QIDQ2011515

Jan W. H. Swanepoel, Paul Janssen, Noël Veraverbeke

Publication date: 3 August 2017

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/1942/24054

zbMATH Keywords

copulaasymptotic distributionconditional densityBernstein estimation

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

Nonparametric estimation of the cross ratio function ⋮ Bernstein Copulas and Composite Bernstein Copulas ⋮ Complete monotonicity of multinomial probabilities and its application to Bernstein estimators on the simplex ⋮ Asymptotic properties of Bernstein estimators on the simplex

Uses Software

• copula
• copula

Cites Work

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• A note on the asymptotic behavior of the Bernstein estimator of the copula density
• Large sample behavior of the Bernstein copula estimator
• An introduction to copulas.
• A quantile-copula approach to conditional density estimation
• On estimating distribution functions using Bernstein polynomials
• Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
• A crossvalidation method for estimating conditional densities
• Estimation of conditional densities and sensitivity measures in nonlinear dynamical systems
• Nonparametric Statistical Data Modeling
• THE BERNSTEIN COPULA AND ITS APPLICATIONS TO MODELING AND APPROXIMATIONS OF MULTIVARIATE DISTRIBUTIONS

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