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~person:"Charpentier, Arthur"
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boundary bias
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copula density
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local likelihood density estimation
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transformation kernel density estimator
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Charpentier, Arthur
Bouezmarni, Taoufik
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BOUEZMARNI, Taoufik
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ROMBOUTS, Jeroen V.K.
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Rombouts, Jeroen V.K.
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Geenens, Gery
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Hong, Yongmiao
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Silvapulle, Mervyn J.
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Taamouti, Abderrahim
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Probit Transformation for Nonparametric Kernel Estimation of the Copula Density
Paindaveine, Davy
;
Geenens, Gery
;
Charpentier, Arthur
-
European Centre for Advanced Research in Economics and …
-
2014
unit-square-supported copula densities, mainly because it isheavily a↵ected by
boundary
bias
issues. In addition, most …
Persistent link: https://www.econbiz.de/10011031501
Saved in:
2
Probit transformation for nonparametric kernel estimation of the copula density
Geenens, Gery
;
Charpentier, Arthur
;
Paindaveine, Davy
-
2014
Persistent link: https://www.econbiz.de/10010376931
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