Nonparametric estimation of the cross ratio function
DOI10.1007/S10463-019-00709-3zbMath1456.62048OpenAlexW2916653584WikidataQ128314374 ScholiaQ128314374MaRDI QIDQ2183767
Steven Abrams, Jan W. H. Swanepoel, Paul Janssen, Noël Veraverbeke
Publication date: 27 May 2020
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/1942/28357
cross ratio functionFrank copulaClayton copulaGumbel copulaasymptotic normalnonparametric Bernstein-based estimator
Applications of statistics to economics (62P20) Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to social sciences (62P25) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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