Probit transformation for nonparametric kernel estimation of the copula density
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Publication:527470
DOI10.3150/15-BEJ798zbMath1392.62101arXiv1404.4414OpenAlexW2120844127MaRDI QIDQ527470
Arthur Charpentier, Gery Geenens, Davy Paindaveine
Publication date: 11 May 2017
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.4414
boundary biasunbounded densitycopula densitylocal likelihood density estimationtransformation kernel density estimator
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20)
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