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Semiparametric multivariate density estimation for positive data using copulas

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  • BOUEZMARNI, Taoufik
  • ROMBOUTS, Jeroen VK

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  • BOUEZMARNI, Taoufik & ROMBOUTS, Jeroen VK, 2009. "Semiparametric multivariate density estimation for positive data using copulas," LIDAM Reprints CORE 2300, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
    • Handle: RePEc:cor:louvrp:2300
    DOI: 10.1016/j.csda.2008.06.005
    Note: In : Computational Statistics and Data Analysis, 53(6), 2040-2054, 2009
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    File URL: http://dx.doi.org/10.1016/j.csda.2008.06.005
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    Cited by:

    1. Bessa, Ricardo J. & Miranda, V. & Botterud, A. & Zhou, Z. & Wang, J., 2012. "Time-adaptive quantile-copula for wind power probabilistic forecasting," Renewable Energy, Elsevier, vol. 40(1), pages 29-39.
    2. Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 1-10, January.
    3. Ouimet, Frédéric & Tolosana-Delgado, Raimon, 2022. "Asymptotic properties of Dirichlet kernel density estimators," Journal of Multivariate Analysis, Elsevier, vol. 187(C).
    4. Diers, Dorothea & Eling, Martin & Marek, Sebastian D., 2012. "Dependence modeling in non-life insurance using the Bernstein copula," Insurance: Mathematics and Economics, Elsevier, vol. 50(3), pages 430-436.
    5. Zhao, XiaoBing & Zhou, Xian, 2010. "Applying copula models to individual claim loss reserving methods," Insurance: Mathematics and Economics, Elsevier, vol. 46(2), pages 290-299, April.
    6. Weiran Lin & Qiuqin He, 2021. "The Influence of Potential Infection on the Relationship between Temperature and Confirmed Cases of COVID-19 in China," Sustainability, MDPI, vol. 13(15), pages 1-11, July.

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