Nonparametric kernel estimation of conditional copula density
type: Item
instance of: scholarly article
title: Nonparametric kernel estimation of conditional copula density
zbMATH Open document ID: 1541.62123
author: Toihir Soulaimana Djaloud
author: Cheikh Tidiane Seck
published in: Statistics \& Probability Letters
publication date: 2024-07-29T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62H12
zbMATH DE Number: 7888229
zbMATH Keywords: conditional copula density
zbMATH Keywords: plug-in estimator
zbMATH Keywords: kernel estimation
zbMATH Keywords: asymptotic normality
zbMATH Keywords: quadratic mean convergence
MaRDI profile type: Publication
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DOI: 10.1016/J.SPL.2024.110154
description: scientific article; zbMATH DE number 7888229