Browsing Faculty of Natural and Agricultural Sciences by Subject "Asymptotic distribution"
Now showing items 1-2 of 2
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Nonparametric estimation of the cross ratio function
(Springer, 2020)The cross ratio function (CRF) is a commonly used tool to describe local dependence between two correlated variables. Being a ratio of conditional hazards, the CRF can be rewritten in terms of (first and second derivatives ... -
Smooth copula-based estimation of the conditional density function with a single covariate
(Elsevier, 2017)Some recent papers deal with smooth nonparametric estimators for copula functions and copula derivatives. These papers contain results on copula-based Bernstein estimators for conditional distribution functions and related ...