Semiparametric Density Estimators Using Copulas

DOI10.1081/STA-200045883zbMath1066.62046MaRDI QIDQ4678795

Eckhard Liebscher

Publication date: 23 May 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

zbMATH Keywords

copulastrong convergenceasymptotic normalitymultivariate density estimationdensity weighting function

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)

Related Items

Unnamed Item ⋮ A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density ⋮ Semiparametric estimation for weighted average derivatives with responses missing at random ⋮ Construction of asymmetric multivariate copulas ⋮ Semiparametric multivariate density estimation for positive data using copulas ⋮ Some developments in semiparametric statistics ⋮ A Compendium of Copulas

Cites Work

• A law of the logarithm for kernel density estimators
• A semiparametric density estimator based on elliptical distributions
• Estimating the density of a copula function
• R–estimation of normed bivariate density functions
• Convergence of stochastic processes
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