Probit transformation for nonparametric kernel estimation of the copula density

Gery Geenens; Arthur Charpentier; Davy Paindaveine

Year of publication:	2014
Authors:	Geenens, Gery ; Charpentier, Arthur ; Paindaveine, Davy
Publisher:	Brussels : ECARES
Subject:	copula density \| transformation kernel density estimator \| boundary bias \| unbounded density \| local likelihood density estimation \| Schätztheorie \| Estimation theory \| Statistische Verteilung \| Statistical distribution \| Nichtparametrisches Verfahren \| Nonparametric statistics \| Multivariate Verteilung \| Multivariate distribution

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