Smooth bootstrapping of copula functionals

DOI10.1214/22-EJS2007MaRDI QIDQ2137805

Klaus Herrmann, Maximilian Coblenz, Marius Hofert, Oliver Grothe

Publication date: 11 May 2022

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2110.03397

zbMATH Keywords

kernel smoothingbandwidth selectiondata augmentationsmooth bootstrapbandwidth matrixdependence distortionkernel distribution estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• KernSmooth
• DLMF
• copula
• QRM
• copula

Cites Work

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