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~institution:"Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)"
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Asymmetric kernels
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Asymptotic properties
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asymmetric kernels
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asymptotic properties
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bandwidth selection
1
boundary bias
1
copula
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curse of dimension
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least squares cross validation
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least squares cross-validation
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multivariate boundary bias
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nonparametric multivariate density estimation
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Bouezmarni, Taoufik
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Rombouts, Jeroen V.K.
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Institut d'Économie Appliquée, HEC Montréal (École des Hautes Études Commerciales)
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
17
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
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Nonparametric density estimation for multivariate bounded data.
Bouezmarni, Taoufik
;
Rombouts, Jeroen V.K.
-
Institut d'Économie Appliquée, HEC Montréal (École …
-
2007
consistency and asymptotic normality. We establish consistency of the least squares cross-
validation
method to select optimal …
Persistent link: https://www.econbiz.de/10005677341
Saved in:
2
Semiparametric Multivariate Density Estimation for Positive Data Using Copulas.
Bouezmarni, Taoufik
;
Rombouts, Jeroen V.K.
-
Institut d'Économie Appliquée, HEC Montréal (École …
-
2007
the finite sample performance of the estimator. We find that univariate least squares cross
validation
, to choose the …
Persistent link: https://www.econbiz.de/10005677346
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