Nonparametric kernel estimation of conditional copula density

Toihir Soulaimana Djaloud; Cheikh Tidiane Seck

doi:10.1016/j.spl.2024.110154

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Nonparametric kernel estimation of conditional copula density

Toihir Soulaimana Djaloud Cheikh Tidiane Seck

Year: 2024 Journal: Statistics & Probability Letters Vol: 212 Pages: 110154-110154 Publisher: Elsevier BV

DOI: 10.1016/j.spl.2024.110154

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Keywords:

Mathematics Copula (linguistics) Estimator Kernel density estimation Asymptotic distribution Statistics Nonparametric statistics Bivariate analysis Multivariate kernel density estimation Conditional probability distribution Applied mathematics Variable kernel density estimation Econometrics Strong consistency Kernel (algebra) Conditional variance Density estimation Kernel method Combinatorics Artificial intelligence

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Financial Risk and Volatility Modeling

Social Sciences → Economics, Econometrics and Finance → Finance

Statistical Methods and Inference

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Hydrology and Drought Analysis

Physical Sciences → Environmental Science → Global and Planetary Change

Nonparametric kernel estimation of conditional copula density

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