Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

2016/07/31 by Thomas Nagler, Claudia Czado · 8 citations
Economics, Econometrics and Finance · Mathematics · #Spatial and Panel Data Analysis #Financial Risk and Volatility Modeling #Statistical Methods and Inference

paper · doi:10.1016/j.jmva.2016.07.003

Citations

• Remarks on Some Nonparametric Estimates of a Density Function
• On Estimation of a Probability Density Function and Mode

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