Now showing items 1-2 of 2

    • Nonparametric estimation of the cross ratio function 

      Abrams, Steven; Swanepoel, Jan; Veraverbeke, Noël; Janssen, Paul (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 

      Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël (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 ...