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Semiparametric Density Estimators Using Copulas.
- Source :
-
Communications in Statistics: Theory & Methods . Jan2005, Vol. 34 Issue 1, p59-71. 13p. - Publication Year :
- 2005
-
Abstract
- In this article we establish semiparametric density estimators by employing the ideas of copulas and density weighting functions. Results on asymptotic normality and uniform strong consistency are derived. The formula for the asymptotic mean square error is used to get the optimal bandwidth. Moreover, applications to several families of copulas are discussed. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 03610926
- Volume :
- 34
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Communications in Statistics: Theory & Methods
- Publication Type :
- Academic Journal
- Accession number :
- 16441702
- Full Text :
- https://doi.org/10.1081/STA-200045883