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Search: subject:"Least squares cross validation"
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curse of dimension
Least squares cross validation
5
least squares cross validation
5
Gradient estimation
4
asymmetric kernels
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asymptotic properties
4
Kernel smoothing
3
Least Squares Cross Validation
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bandwidth selection
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boundary bias
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copula
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least squares cross-validation
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nonparametric multivariate density estimation
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Asymmetric kernels
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Asymptotic properties
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Dimensionality
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Estimation theory
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Gradient Estimation
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Irrelevant Variables
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Kernel Smoothing
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Nichtparametrisches Verfahren
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dimensionality
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gradient estimation
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kernel smoothing
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mean plots
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multivariate boundary bias
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nonlinear
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Bayesian Model Averaging
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Derivatives of density
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Bouezmarni, Taoufik
2
Rombouts, Jeroen V.K.
2
BOUEZMARNI, Taoufik
1
ROMBOUTS, Jeroen V.K.
1
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Centre Interuniversitaire sur le Risque, les Politiques Économiques et l'Emploi (CIRPÉE)
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Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
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Semiparametric Multivariate Density Estimation for Positive Data Using Copulas
Bouezmarni, Taoufik
;
Rombouts, Jeroen V.K.
-
Centre Interuniversitaire sur le Risque, les Politiques …
-
2007
the finite sample performance of the estimator. We find that univariate
least
squares
cross
validation
, to choose the …
Persistent link: https://www.econbiz.de/10005015255
Saved in:
2
Semiparametric multivariate density estimation for positive data using copulas
BOUEZMARNI, Taoufik
;
ROMBOUTS, Jeroen V.K.
-
Center for Operations Research and Econometrics (CORE), …
-
2007
the finite sample performance of the estimator. We find that univariate
least
squares
cross
validation
, to choose the …
Persistent link: https://www.econbiz.de/10005043675
Saved in:
3
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas.
Bouezmarni, Taoufik
;
Rombouts, Jeroen V.K.
-
Institut d'Économie Appliquée, HEC Montréal (École …
-
2007
the finite sample performance of the estimator. We find that univariate
least
squares
cross
validation
, to choose the …
Persistent link: https://www.econbiz.de/10005677346
Saved in:
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