Bouezmarni, Taoufik; Rombouts, Jeroen V.K. - Centre Interuniversitaire sur le Risque, les Politiques … - 2007
In this paper we estimate density functions for positive multivariate data. We propose a semiparametric approach. The estimator combines gamma kernels or local linear kernels, also called boundary kernels, for the estimation of the marginal densities with semiparametric copulas to model the...
