Semiparametric multivariate density estimation for positive data using copulas

DOI10.1016/j.csda.2008.06.005zbMath1453.62052OpenAlexW2139147014MaRDI QIDQ961398

Taoufik Bouezmarni, Jeroen V. K. Rombouts

Publication date: 30 March 2010

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

Full work available at URL: http://www.hec.ca/iea/cahiers/2007/iea0708_jrombouts.pdf

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Density estimation (62G07) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (7)

Application of copulas to multivariate control charts ⋮ Multivariate non-central Birnbaum-Saunders kernel density estimator for nonnegative data ⋮ A note on the adaptive estimation of a bi-dimensional density in the case of knowledge of the copula density ⋮ Dependence modeling in non-life insurance using the Bernstein copula ⋮ Applying copula models to individual claim loss reserving methods ⋮ Asymptotic properties of Dirichlet kernel density estimators ⋮ Asymptotic properties of the Bernstein density copula estimator for \(\alpha \)-mixing data

Uses Software

• TwoCop

Cites Work

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