Nonparametric estimation of multivariate elliptic densities via finite mixture sieves

DOI10.1016/j.jmva.2013.08.013zbMath1360.62153OpenAlexW2105259792WikidataQ56565208 ScholiaQ56565208MaRDI QIDQ391911

Heather Battey, Oliver B. Linton

Publication date: 13 January 2014

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

Full work available at URL: https://doi.org/10.1016/j.jmva.2013.08.013

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to biology and medical sciences; meta analysis (62P10) Exact distribution theory in statistics (62E15) Online algorithms; streaming algorithms (68W27)

Related Items

An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations, A new class of symmetric distributions including the elliptically symmetric logistic, A coupled component DCS-EGARCH model for intraday and overnight volatility, Tests for conditional ellipticity in multivariate GARCH models

Uses Software

• Matlab
• KernSmooth
• STABLE
• ks
• LogConcDEAD

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