Fast multivariate empirical cumulative distribution function with connection to kernel density estimation

DOI10.1016/j.csda.2021.107267OpenAlexW3023320044MaRDI QIDQ2242044

Nicolas Langrené, Xavier Warin

Publication date: 9 November 2021

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2005.03246

zbMATH Keywords

survival functionempirical distribution functionfast kernel summationfast CDFfast KDEnonparametric copula estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (2)

A condition for the identification of multivariate models with binary instruments ⋮ Bivariate Chen distribution based on copula function: properties and application of diabetic nephropathy

Uses Software

• KernSmooth
• StOpt

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