Nonparametric estimation and U-statistics have emerged as vital tools in modern statistical analysis, offering robust alternatives to traditional parametric methods. Nonparametric techniques bypass ...
The KDE procedure performs either univariate or bivariate kernel density estimation. Statistical density estimation involves approximating a hypothesized probability density function from observed ...
We consider a nonparametric method to estimate copulas, ie, functions linking joint distributions to their univariate margins. We derive the asymptotic properties of kernel estimators of copulas and ...