Concepedia

Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas

Thomas Nagler, Claudia Czado

Journal of Multivariate Analysis · 2016 · 146 citations · 36 references

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References

36

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

, , +10

On Estimation of a Probability Density Function and Mode

Emanuel Parzen · The Annals of Mathematical Statistics · 1962 · 10.5K citations · Full text

, , +9

Remarks on Some Nonparametric Estimates of a Density Function

Murray Rosenblatt · The Annals of Mathematical Statistics · 1956 · 4.5K citations · Full text

, , +12

Pair-copula constructions of multiple dependence

Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text

, , +8

Vines--a new graphical model for dependent random variables

Tim Bedford, Roger Cooke · The Annals of Statistics · 2002 · 1.4K citations · Full text

, , +16