Smooth copula-based estimation of the conditional density function with a single covariate
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DOI: 10.1016/j.jmva.2017.04.008
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References listed on IDEAS
- Faugeras, Olivier P., 2009. "A quantile-copula approach to conditional density estimation," Journal of Multivariate Analysis, Elsevier, vol. 100(9), pages 2083-2099, October.
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Cited by:
- Ouimet, Frédéric, 2021. "Asymptotic properties of Bernstein estimators on the simplex," Journal of Multivariate Analysis, Elsevier, vol. 185(C).
- Steven Abrams & Paul Janssen & Jan Swanepoel & Noël Veraverbeke, 2020. "Nonparametric estimation of the cross ratio function," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 72(3), pages 771-801, June.
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Keywords
Asymptotic distribution; Bernstein estimation; Copula; Conditional density;All these keywords.
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