Adaptive Series Estimators for Copula Densities
In this thesis, based on an orthonormal series expansion, we propose a new nonparametric method to estimate copula density functions. Since the basis coefficients turn out to be expectations, empirical averages are used to estimate these coefficients. We propose estimators of the variance of the est...
| Other Authors: | |
|---|---|
| Format: | Others |
| Language: | English English |
| Published: |
Florida State University
|
| Subjects: | |
| Online Access: | http://purl.flvc.org/fsu/fd/FSU_migr_etd-3929 |