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Probit transformation for nonparametric kernel estimation of the copula density

Geenens, Gery; Charpentier, Arthur; Paindaveine, Davy - 2014

Persistent link: https://www.econbiz.de/10010376931

Transformation-kernel estimation of copula densities

Wen, Kuangyu; Wu, Ximing - In: Journal of business & economic statistics : JBES ; a … 38 (2020) 1, pp. 148-164

Persistent link: https://www.econbiz.de/10012179535

Equivalence and bifurcations of finite order stochastic processes

Diks, Cees G. H.; Wagener, Florian Oskar Ottokar - 2005

This article presents an equivalence notion of finite order stochastic processes. Local dependence measures are defined in terms of joint and marginal densities. The dependence measures are classified topologically using level sets. The corresponding bifurcation theory is illustrated with some...

Persistent link: https://www.econbiz.de/10011343270

Accounting for endogeneity in regression models using copulas : a step-by-step guide for empirical studies

Papadopoulos, Alecos - In: Journal of econometric methods 11 (2022) 1, pp. 127-154

Persistent link: https://www.econbiz.de/10013161672

Bayesian approaches to nonparametric estimation of densities on the unit interval

Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412

Persistent link: https://www.econbiz.de/10011373275

Estimation of jump discontinuities in regression: a generalized reflection approach

Xie, Sihong - 2018 - Revised October 29, 2018

Persistent link: https://www.econbiz.de/10011935691

A new estimator of a jump discontinuity in regression

Martins-Filho, Carlos; Xie, Sihong; Yao, Feng - In: Economics letters 218 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013466389