Browsing Faculty of Natural and Agricultural Sciences by Subject "Copula"
Now showing items 1-4 of 4
-
Bernstein estimation for a copula derivative with application to conditional distribution and regression functionals
(Springer, 2016)Bernstein estimators attracted considerable attention as smooth nonparametric estimators for distribution functions, densities, copulas and copula densities. The present paper adds a parallel result for the first-order ... -
New semiparametric and nonparametric bootstrap tests for Spearman's rho
(SASA, 2011)In this paper we propose two bootstrap-based tests for Spearman's rho. The first is a semiparametric test based on copulas, while the second is a nonparametric test. The efficiency of the tests are investigated by means ... -
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 ...