activity
20072011
most citedImproved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

128 citations · 128 across the 3 of their papers we have counts for

collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2009★ 128 cited

Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing

Marek Omelka, Irène Gijbels, Noël Veraverbeke

We reconsider the existing kernel estimators for a copula function, as proposed in Gijbels and Mielniczuk [Comm. Statist. Theory Methods 19 (1990) 445--464], Fermanian, Radulovič a…