Probit transformation for nonparametric kernel estimation of the copula density

17 April 2014

Papers citing "Probit transformation for nonparametric kernel estimation of the copula density"

7 / 7 papers shown

Title
Your copula is a classifier in disguise: classification-based copula density estimation David Huk Mark Steel Ritabrata Dutta 37 0 0 05 Nov 2024
Semiparametric conformal prediction Ji Won Park Robert Tibshirani Kyunghyun Cho 46 4 0 04 Nov 2024
Implicit Generative Copulas Tim Janke M. Ghanmi F. Steinke 35 17 0 29 Sep 2021
Marginalizable Density Models D. Gilboa Ari Pakman Thibault Vatter BDL 32 5 0 08 Jun 2021
Measuring dependence between random vectors via optimal transport Gilles Mordant Johan Segers OT 14 24 0 28 Apr 2021
The Hellinger Correlation G. Geenens P. Lafaye De Micheaux 11 32 0 24 Oct 2018
On the covariance of the asymptotic empirical copula process Christian Genest Johan Segers 85 48 0 19 Mar 2009