Wakefield, Bradley; Lin, Yan-Xia; Sarathy, Rathin; Muralidhar, Krishnamurty Moment-based density estimation of confidential micro-data: a computational statistics approach. (English) Zbl 1512.62044 Stat. Comput. 33, No. 1, Paper No. 35, 20 p. (2023). MSC: 62G07 62P99 44A60 41A63 PDFBibTeX XMLCite \textit{B. Wakefield} et al., Stat. Comput. 33, No. 1, Paper No. 35, 20 p. (2023; Zbl 1512.62044) Full Text: DOI
Anatolyev, Stanislav; Pyrlik, Vladimir Copula shrinkage and portfolio allocation in ultra-high dimensions. (English) Zbl 1517.91196 J. Econ. Dyn. Control 143, Article ID 104508, 21 p. (2022). MSC: 91G10 62P05 62H05 62H12 62H20 PDFBibTeX XMLCite \textit{S. Anatolyev} and \textit{V. Pyrlik}, J. Econ. Dyn. Control 143, Article ID 104508, 21 p. (2022; Zbl 1517.91196) Full Text: DOI
Chen, Xudan; Sun, Xinli Reliability assessment for products with two performance characteristics based on marginal stochastic processes and copulas. (English) Zbl 1497.62262 Commun. Stat., Simulation Comput. 51, No. 7, 3621-3644 (2022). MSC: 62N05 62F15 62M05 62P30 PDFBibTeX XMLCite \textit{X. Chen} and \textit{X. Sun}, Commun. Stat., Simulation Comput. 51, No. 7, 3621--3644 (2022; Zbl 1497.62262) Full Text: DOI
Antunes, Jorge; Gil-Alana, Luis Alberiko; Riccardi, Rossana; Tan, Yong; Wanke, Peter Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach. (English) Zbl 1494.91102 Ann. Oper. Res. 313, No. 1, 191-229 (2022). MSC: 91B74 91G20 62M05 62H05 PDFBibTeX XMLCite \textit{J. Antunes} et al., Ann. Oper. Res. 313, No. 1, 191--229 (2022; Zbl 1494.91102) Full Text: DOI
Punzo, Antonio; Bagnato, Luca Dimension-wise scaled normal mixtures with application to finance and biometry. (English) Zbl 1493.62321 J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022). MSC: 62H12 62F12 PDFBibTeX XMLCite \textit{A. Punzo} and \textit{L. Bagnato}, J. Multivariate Anal. 191, Article ID 105020, 22 p. (2022; Zbl 1493.62321) Full Text: DOI
Coblenz, Maximilian; Grothe, Oliver; Herrmann, Klaus; Hofert, Marius Smooth bootstrapping of copula functionals. (English) Zbl 07524980 Electron. J. Stat. 16, No. 1, 2550-2606 (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{M. Coblenz} et al., Electron. J. Stat. 16, No. 1, 2550--2606 (2022; Zbl 07524980) Full Text: DOI arXiv Link
Kasper, Thimo M.; Fuchs, Sebastian; Trutschnig, Wolfgang On weak conditional convergence of bivariate Archimedean and extreme value copulas, and consequences to nonparametric estimation. (English) Zbl 1473.62160 Bernoulli 27, No. 4, 2217-2240 (2021). MSC: 62H05 62G05 62G32 PDFBibTeX XMLCite \textit{T. M. Kasper} et al., Bernoulli 27, No. 4, 2217--2240 (2021; Zbl 1473.62160) Full Text: DOI arXiv
Kojadinovic, Ivan; Verdier, Ghislain Nonparametric sequential change-point detection for multivariate time series based on empirical distribution functions. (English) Zbl 1471.62467 Electron. J. Stat. 15, No. 1, 773-829 (2021). MSC: 62M10 62L12 62H15 62G09 62G10 62E20 62P05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{G. Verdier}, Electron. J. Stat. 15, No. 1, 773--829 (2021; Zbl 1471.62467) Full Text: DOI arXiv
Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 1510.62227 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62H05 62-08 PDFBibTeX XMLCite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 1510.62227) Full Text: DOI arXiv
Li, Dongdong; Hu, X. Joan; McBride, Mary L.; Spinelli, John J. Multiple event times in the presence of informative censoring: modeling and analysis by copulas. (English) Zbl 1458.62217 Lifetime Data Anal. 26, No. 3, 573-602 (2020). MSC: 62N05 62G05 62H05 62P10 PDFBibTeX XMLCite \textit{D. Li} et al., Lifetime Data Anal. 26, No. 3, 573--602 (2020; Zbl 1458.62217) Full Text: DOI Link
Amini-Seresht, Ebrahim; Milošević, Bojana New non-parametric tests for independence. (English) Zbl 07194340 J. Stat. Comput. Simulation 90, No. 7, 1301-1314 (2020). MSC: 60E15 60K10 PDFBibTeX XMLCite \textit{E. Amini-Seresht} and \textit{B. Milošević}, J. Stat. Comput. Simulation 90, No. 7, 1301--1314 (2020; Zbl 07194340) Full Text: DOI
Mhalla, Linda; Opitz, Thomas; Chavez-Demoulin, Valérie Exceedance-based nonlinear regression of tail dependence. (English) Zbl 1429.62175 Extremes 22, No. 3, 523-552 (2019). Reviewer: Wiesław Dziubdziela (Miedziana Góra) MSC: 62G32 62J12 62H12 62P12 PDFBibTeX XMLCite \textit{L. Mhalla} et al., Extremes 22, No. 3, 523--552 (2019; Zbl 1429.62175) Full Text: DOI arXiv
Czado, Claudia Analyzing dependent data with vine copulas. A practical guide with R. (English) Zbl 1425.62001 Lecture Notes in Statistics 222. Cham: Springer (ISBN 978-3-030-13784-7/pbk; 978-3-030-13785-4/ebook). xxix, 242 p. (2019). Reviewer: Ludwig Paditz (Dresden) MSC: 62-02 62H05 62H12 62P05 PDFBibTeX XMLCite \textit{C. Czado}, Analyzing dependent data with vine copulas. A practical guide with R. Cham: Springer (2019; Zbl 1425.62001) Full Text: DOI
Su, Pei-Fang; Chang, Sheng-Mao Power and sample size calculation for paired right-censored data based on survival copula models. (English) Zbl 07550054 Commun. Stat., Simulation Comput. 47, No. 6, 1565-1582 (2018). MSC: 62N02 PDFBibTeX XMLCite \textit{P.-F. Su} and \textit{S.-M. Chang}, Commun. Stat., Simulation Comput. 47, No. 6, 1565--1582 (2018; Zbl 07550054) Full Text: DOI
Hofert, Marius; Kojadinovic, Ivan; Mächler, Martin; Yan, Jun Elements of copula modeling with R. (English) Zbl 1412.62004 Use R!. Cham: Springer (ISBN 978-3-319-89634-2/pbk; 978-3-319-89635-9/ebook). x, 267 p. (2018). MSC: 62-01 62-04 62H05 62F10 62G05 PDFBibTeX XMLCite \textit{M. Hofert} et al., Elements of copula modeling with R. Cham: Springer (2018; Zbl 1412.62004) Full Text: DOI
Guillou, Armelle; Padoan, Simone A.; Rizzelli, Stefano Inference for asymptotically independent samples of extremes. (English) Zbl 1410.60033 J. Multivariate Anal. 167, 114-135 (2018). MSC: 60F05 62G32 62G05 62G20 60G70 PDFBibTeX XMLCite \textit{A. Guillou} et al., J. Multivariate Anal. 167, 114--135 (2018; Zbl 1410.60033) Full Text: DOI HAL
Einmahl, John H. J.; Kiriliouk, Anna; Segers, Johan A continuous updating weighted least squares estimator of tail dependence in high dimensions. (English) Zbl 1402.62088 Extremes 21, No. 2, 205-233 (2018). Reviewer: Frank Werner (Göttingen) MSC: 62G32 62G05 62G10 62G20 60F05 60G70 62P05 PDFBibTeX XMLCite \textit{J. H. J. Einmahl} et al., Extremes 21, No. 2, 205--233 (2018; Zbl 1402.62088) Full Text: DOI arXiv
Fasiolo, Matteo; Wood, Simon N.; Hartig, Florian; Bravington, Mark V. An extended empirical saddlepoint approximation for intractable likelihoods. (English) Zbl 1395.62338 Electron. J. Stat. 12, No. 1, 1544-1578 (2018). MSC: 62P10 62H12 PDFBibTeX XMLCite \textit{M. Fasiolo} et al., Electron. J. Stat. 12, No. 1, 1544--1578 (2018; Zbl 1395.62338) Full Text: DOI arXiv Euclid
Vettori, Sabrina; Huser, Raphaël; Genton, Marc G. A comparison of dependence function estimators in multivariate extremes. (English) Zbl 1384.62163 Stat. Comput. 28, No. 3, 525-538 (2018). MSC: 62G32 62H12 62H20 62J12 PDFBibTeX XMLCite \textit{S. Vettori} et al., Stat. Comput. 28, No. 3, 525--538 (2018; Zbl 1384.62163) Full Text: DOI Link
Górecki, Jan; Hofert, Marius; Holeňa, Martin On structure, family and parameter estimation of hierarchical Archimedean copulas. (English) Zbl 07192120 J. Stat. Comput. Simulation 87, No. 17, 3261-3324 (2017). MSC: 62-XX PDFBibTeX XMLCite \textit{J. Górecki} et al., J. Stat. Comput. Simulation 87, No. 17, 3261--3324 (2017; Zbl 07192120) Full Text: DOI arXiv
de Oliveira, Ricardo T. A.; de Assis, Thaíze Fernandes O.; Firmino, Paulo Renato A.; Ferreira, Tiago A. E. Copulas-based time series combined forecasters. (English) Zbl 1433.62256 Inf. Sci. 376, 110-124 (2017). MSC: 62M10 62H05 62M20 PDFBibTeX XMLCite \textit{R. T. A. de Oliveira} et al., Inf. Sci. 376, 110--124 (2017; Zbl 1433.62256) Full Text: DOI
Marra, Giampiero; Radice, Rosalba Bivariate copula additive models for location, scale and shape. (English) Zbl 1464.62127 Comput. Stat. Data Anal. 112, 99-113 (2017). MSC: 62-08 62H05 62H20 62G05 62J12 62P05 PDFBibTeX XMLCite \textit{G. Marra} and \textit{R. Radice}, Comput. Stat. Data Anal. 112, 99--113 (2017; Zbl 1464.62127) Full Text: DOI arXiv Link
Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël Smooth copula-based estimation of the conditional density function with a single covariate. (English) Zbl 1368.62080 J. Multivariate Anal. 159, 39-48 (2017). MSC: 62G05 62G07 62H05 62G20 PDFBibTeX XMLCite \textit{P. Janssen} et al., J. Multivariate Anal. 159, 39--48 (2017; Zbl 1368.62080) Full Text: DOI Link
Matsypura, Dmytro; Neo, Emily; Prokhorov, Artem Estimation of hierarchical Archimedean copulas as a shortest path problem. (English) Zbl 1490.62124 Econ. Lett. 149, 131-134 (2016). MSC: 62H05 62G05 62H10 PDFBibTeX XMLCite \textit{D. Matsypura} et al., Econ. Lett. 149, 131--134 (2016; Zbl 1490.62124) Full Text: DOI Link
Wang, Wan-Lun; Lin, Tsung-I Maximum likelihood inference for the multivariate \(t\) mixture model. (English) Zbl 1341.62138 J. Multivariate Anal. 149, 54-64 (2016). MSC: 62H12 62F10 62F40 62H30 PDFBibTeX XMLCite \textit{W.-L. Wang} and \textit{T.-I Lin}, J. Multivariate Anal. 149, 54--64 (2016; Zbl 1341.62138) Full Text: DOI
Huser, Raphaël; Davison, Anthony C.; Genton, Marc G. Likelihood estimators for multivariate extremes. (English) Zbl 1381.62067 Extremes 19, No. 1, 79-103 (2016). MSC: 62G32 62H12 60G70 60G55 62P12 PDFBibTeX XMLCite \textit{R. Huser} et al., Extremes 19, No. 1, 79--103 (2016; Zbl 1381.62067) Full Text: DOI arXiv
Binois, Mickaël; Rullière, Didier; Roustant, Olivier On the estimation of Pareto fronts from the point of view of copula theory. (English) Zbl 1390.62043 Inf. Sci. 324, 270-285 (2015). MSC: 62G05 62H05 90C29 PDFBibTeX XMLCite \textit{M. Binois} et al., Inf. Sci. 324, 270--285 (2015; Zbl 1390.62043) Full Text: DOI HAL
Wadsworth, Jennifer L. On the occurrence times of componentwise maxima and bias in likelihood inference for multivariate max-stable distributions. (English) Zbl 1452.62612 Biometrika 102, No. 3, 705-711 (2015). MSC: 62M09 60E07 60G70 62H12 62J12 PDFBibTeX XMLCite \textit{J. L. Wadsworth}, Biometrika 102, No. 3, 705--711 (2015; Zbl 1452.62612) Full Text: DOI arXiv Link
Gijbels, Irène; Omelka, Marek; Veraverbeke, Noël Partial and average copulas and association measures. (English) Zbl 1327.62208 Electron. J. Stat. 9, No. 2, 2420-2474 (2015). MSC: 62G05 62H20 62G20 PDFBibTeX XMLCite \textit{I. Gijbels} et al., Electron. J. Stat. 9, No. 2, 2420--2474 (2015; Zbl 1327.62208) Full Text: DOI Euclid
Lau, John W.; Cripps, Edward Stick-breaking representation and computation for normalized generalized gamma processes. (English) Zbl 1322.62108 Sankhyā, Ser. A 77, No. 2, 300-329 (2015). MSC: 62F15 60G55 62G07 PDFBibTeX XMLCite \textit{J. W. Lau} and \textit{E. Cripps}, Sankhyā, Ser. A 77, No. 2, 300--329 (2015; Zbl 1322.62108) Full Text: DOI
Charest, Lysiane; Plante, Jean-François Using balanced iterative reducing and clustering hierarchies to compute approximate rank statistics on massive datasets. (English) Zbl 1453.62528 J. Stat. Comput. Simulation 84, No. 10, 2214-2232 (2014). MSC: 62H20 62G05 PDFBibTeX XMLCite \textit{L. Charest} and \textit{J.-F. Plante}, J. Stat. Comput. Simulation 84, No. 10, 2214--2232 (2014; Zbl 1453.62528) Full Text: DOI
Nooraee, Nazanin; Molenberghs, Geert; van den Heuvel, Edwin R. GEE for longitudinal ordinal data: comparing R-geepack, R-multgee, R-repolr, SAS-GENMOD, SPSS-GENLIN. (English) Zbl 1506.62139 Comput. Stat. Data Anal. 77, 70-83 (2014). MSC: 62-08 62P10 62J12 62H12 PDFBibTeX XMLCite \textit{N. Nooraee} et al., Comput. Stat. Data Anal. 77, 70--83 (2014; Zbl 1506.62139) Full Text: DOI Link
Schomaker, Michael; Heumann, Christian Model selection and model averaging after multiple imputation. (English) Zbl 1471.62181 Comput. Stat. Data Anal. 71, 758-770 (2014). MSC: 62-08 62J05 62D10 62F10 PDFBibTeX XMLCite \textit{M. Schomaker} and \textit{C. Heumann}, Comput. Stat. Data Anal. 71, 758--770 (2014; Zbl 1471.62181) Full Text: DOI
Venezuela, Maria Kelly; Artes, Rinaldo Estimating equations and diagnostic techniques applied to zero-inflated models for panel data. (English) Zbl 1297.62171 Electron. J. Stat. 8, 1641-1660 (2014). MSC: 62J20 62J12 62H12 PDFBibTeX XMLCite \textit{M. K. Venezuela} and \textit{R. Artes}, Electron. J. Stat. 8, No. 1, 1641--1660 (2014; Zbl 1297.62171) Full Text: DOI Euclid
Hofert, Marius; Mächler, Martin; McNeil, Alexander J. Archimedean copulas in high dimensions: estimators and numerical challenges motivated by financial applications. (English. French summary) Zbl 1316.62070 J. SFdS 154, No. 1, 25-63 (2013). MSC: 62H12 62F10 62H99 62H20 65C60 PDFBibTeX XMLCite \textit{M. Hofert} et al., J. SFdS 154, No. 1, 25--63 (2013; Zbl 1316.62070) Full Text: Link
Di Bernardino, Elena; Rullière, Didier On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators. (English) Zbl 1287.62005 Depend. Model. 1, 1-36 (2013). MSC: 62H05 62G05 62G20 62H12 65C60 PDFBibTeX XMLCite \textit{E. Di Bernardino} and \textit{D. Rullière}, Depend. Model. 1, 1--36 (2013; Zbl 1287.62005) Full Text: DOI
Fang, Y.; Madsen, L. Modified Gaussian pseudo-copula: applications in insurance and finance. (English) Zbl 1284.62310 Insur. Math. Econ. 53, No. 1, 292-301 (2013). MSC: 62H05 62P05 91B30 91G80 PDFBibTeX XMLCite \textit{Y. Fang} and \textit{L. Madsen}, Insur. Math. Econ. 53, No. 1, 292--301 (2013; Zbl 1284.62310) Full Text: DOI
Verdier, Ghislain Application of copulas to multivariate control charts. (English) Zbl 1278.62181 J. Stat. Plann. Inference 143, No. 12, 2151-2159 (2013). MSC: 62P30 62H05 PDFBibTeX XMLCite \textit{G. Verdier}, J. Stat. Plann. Inference 143, No. 12, 2151--2159 (2013; Zbl 1278.62181) Full Text: DOI
Kauermann, Göran; Schellhase, Christian; Ruppert, David Flexible copula density estimation with penalized hierarchical B-splines. (English) Zbl 1364.62084 Scand. J. Stat. 40, No. 4, 685-705 (2013). MSC: 62G07 62H12 65N55 PDFBibTeX XMLCite \textit{G. Kauermann} et al., Scand. J. Stat. 40, No. 4, 685--705 (2013; Zbl 1364.62084) Full Text: DOI
Gijbels, Irène; Sznajder, Dominik Positive quadrant dependence testing and constrained copula estimation. (English. French summary) Zbl 1273.62125 Can. J. Stat. 41, No. 1, 36-64 (2013). MSC: 62H15 62G09 62H20 65C60 62G05 PDFBibTeX XMLCite \textit{I. Gijbels} and \textit{D. Sznajder}, Can. J. Stat. 41, No. 1, 36--64 (2013; Zbl 1273.62125) Full Text: DOI
Czado, Claudia; Brechmann, Eike Christian; Gruber, Lutz Selection of vine copulas. (English) Zbl 1273.62110 Jaworski, Piotr (ed.) et al., Copulae in mathematical and quantitative finance. Proceedings of the workshop, Cracow, Poland, July 10–11, 2012. Berlin: Springer (ISBN 978-3-642-35406-9/pbk; 978-3-642-35407-6/ebook). Lecture Notes in Statistics 213, 17-37 (2013). MSC: 62H05 62H12 62F15 65C60 PDFBibTeX XMLCite \textit{C. Czado} et al., Lect. Notes Stat. 213, 17--37 (2013; Zbl 1273.62110) Full Text: DOI
Brahimi, Brahim; Necir, Abdelhakim A semiparametric estimation of copula models based on the method of moments. (English) Zbl 1365.62114 Stat. Methodol. 9, No. 4, 467-477 (2012). MSC: 62G05 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{B. Brahimi} and \textit{A. Necir}, Stat. Methodol. 9, No. 4, 467--477 (2012; Zbl 1365.62114) Full Text: DOI arXiv
Kojadinovic, Ivan; Yan, Jun A non-parametric test of exchangeability for extreme-value and left-tail decreasing bivariate copulas. (English) Zbl 1323.62035 Scand. J. Stat. 39, No. 3, 480-496 (2012). MSC: 62G10 62G09 62G20 62G32 62H05 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, Scand. J. Stat. 39, No. 3, 480--496 (2012; Zbl 1323.62035) Full Text: DOI
Hering, Christian; Stadtmüller, Ulrich Estimating Archimedean copulas in high dimensions. (English) Zbl 1323.62046 Scand. J. Stat. 39, No. 3, 461-479 (2012). MSC: 62H12 62P05 PDFBibTeX XMLCite \textit{C. Hering} and \textit{U. Stadtmüller}, Scand. J. Stat. 39, No. 3, 461--479 (2012; Zbl 1323.62046) Full Text: DOI
Hofert, Marius; Mächler, Martin; McNeil, Alexander J. Likelihood inference for Archimedean copulas in high dimensions under known margins. (English) Zbl 1244.62073 J. Multivariate Anal. 110, 133-150 (2012). MSC: 62H05 62H12 65C60 62H20 PDFBibTeX XMLCite \textit{M. Hofert} et al., J. Multivariate Anal. 110, 133--150 (2012; Zbl 1244.62073) Full Text: DOI
Rémillard, Bruno; Papageorgiou, Nicolas; Soustra, Frédéric Copula-based semiparametric models for multivariate time series. (English) Zbl 1281.62136 J. Multivariate Anal. 110, 30-42 (2012). MSC: 62H12 62H15 60G10 60J05 PDFBibTeX XMLCite \textit{B. Rémillard} et al., J. Multivariate Anal. 110, 30--42 (2012; Zbl 1281.62136) Full Text: DOI
Jin, Huan; Zhao, Naiqing; Tu, Dongsheng Nonparametric confidence intervals for the ratio of marginal hazard rates of paired survival times. (English) Zbl 1242.62119 Biom. J. 54, No. 2, 197-213 (2012). MSC: 62P10 62N01 62N02 62Q05 65C60 PDFBibTeX XMLCite \textit{H. Jin} et al., Biom. J. 54, No. 2, 197--213 (2012; Zbl 1242.62119) Full Text: DOI
Denecke, Liesa; Müller, Christine H. Robust estimators and tests for bivariate copulas based on likelihood depth. (English) Zbl 1464.62057 Comput. Stat. Data Anal. 55, No. 9, 2724-2738 (2011). MSC: 62-08 62F35 62H05 62H12 62H15 PDFBibTeX XMLCite \textit{L. Denecke} and \textit{C. H. Müller}, Comput. Stat. Data Anal. 55, No. 9, 2724--2738 (2011; Zbl 1464.62057) Full Text: DOI
Benatia, Fateh; Brahimi, Brahim; Necir, Abdelhakim A semiparametric estimation procedure for multi-parameter Archimedean copulas based on the L-moments method. (English) Zbl 1258.78008 Afr. Stat. 6, 335-345 (2011). MSC: 78M05 62F12 62H12 62H20 PDFBibTeX XMLCite \textit{F. Benatia} et al., Afr. Stat. 6, 335--345 (2011; Zbl 1258.78008) Full Text: DOI
Genest, Christian; Kojadinovic, Ivan; Nešlehová, Johanna; Yan, Jun A goodness-of-fit test for bivariate extreme-value copulas. (English) Zbl 1284.62331 Bernoulli 17, No. 1, 253-275 (2011). MSC: 62H15 62F10 62F40 62G05 62G20 62H05 PDFBibTeX XMLCite \textit{C. Genest} et al., Bernoulli 17, No. 1, 253--275 (2011; Zbl 1284.62331) Full Text: DOI arXiv
Kojadinovic, Ivan; Yan, Jun Comparison of three semiparametric methods for estimating dependence parameters in copula models. (English) Zbl 1231.62044 Insur. Math. Econ. 47, No. 1, 52-63 (2010). MSC: 62G05 62F10 62H20 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, Insur. Math. Econ. 47, No. 1, 52--63 (2010; Zbl 1231.62044) Full Text: DOI
Kojadinovic, Ivan; Yan, Jun Nonparametric rank-based tests of bivariate extreme-value dependence. (English) Zbl 1201.62056 J. Multivariate Anal. 101, No. 9, 2234-2249 (2010). MSC: 62G10 65C05 62G32 62H05 62H15 62G05 65C60 PDFBibTeX XMLCite \textit{I. Kojadinovic} and \textit{J. Yan}, J. Multivariate Anal. 101, No. 9, 2234--2249 (2010; Zbl 1201.62056) Full Text: DOI
Klemelä, Jussi Smoothing of multivariate data. Density estimation and visualization. (English) Zbl 1218.62027 Wiley Series in Probability and Statistics. Hoboken, NJ: John Wiley & Sons (ISBN 978-0-470-29088-0/hbk; 978-0-470-42567-1/ebook). xxvi, 603 p. (2009). Reviewer: Hannelore Liero (Potsdam) MSC: 62G07 62H12 62A09 62-02 62G05 62G20 PDFBibTeX XMLCite \textit{J. Klemelä}, Smoothing of multivariate data. Density estimation and visualization. Hoboken, NJ: John Wiley \& Sons (2009; Zbl 1218.62027) Full Text: DOI
Omelka, Marek; Gijbels, Irène; Veraverbeke, Noël Improved kernel estimation of copulas: weak convergence and goodness-of-fit testing. (English) Zbl 1360.62160 Ann. Stat. 37, No. 5B, 3023-3058 (2009). MSC: 62G07 62G20 62H05 PDFBibTeX XMLCite \textit{M. Omelka} et al., Ann. Stat. 37, No. 5B, 3023--3058 (2009; Zbl 1360.62160) Full Text: DOI arXiv