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zbMath1327.62077MaRDI QIDQ3598080

Mariana Craiu, Radu V. Craiu

Publication date: 30 January 2009

Full work available at URL: http://pphmj.com/abstract/3498.htm

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Hellinger distance kernel smoothing copulas Kullback-Leibler distance metropolis-Hastings algorithm

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic distribution theory in statistics (62E20)

Related Items (3)

Dependence Calibration in Conditional Copulas: A Nonparametric Approach ⋮ A copula model for marked point processes ⋮ Goodness-of-fit test of copula functions for semi-parametric univariate time series models

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