Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing
Work
Year: 2009
Type: article
Abstract: We reconsider the existing kernel estimators for a copula function, as proposed in Gijbels and Mielniczuk [Comm. Statist. Theory Methods 19 (1990) 445–464], Fermanian, Radulovič and Wegkamp [Bernoulli... more
Source: The Annals of Statistics
Institutions Charles University, KU Leuven, Hasselt University
Cites: 16
Cited by: 91
Related to: 10
FWCI: 5.084
Citation percentile (by year/subfield): 95.19
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: bronze