The objective of this paper is to estimate a bivariate density nonparametrically from a dataset from the joint distribution and datasets from one or both marginal distributions. We develop a copula-based solution, which has potential benefits even when the marginal datasets are empty. For...

Classical regression analysis is usually performed in two steps. In a first step an appropriate model is identified to describe the data-generating process and in a second step statistical inference is performed in the identified model. In this paper we investigate a sequential and a...