Song LI

Monash Business School

900 Dandenong Road

Caulfield East, Victoria 3145

Australia

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Kernel Estimation of Copula Densities and Applications

Number of pages: 72 Posted: 20 Jun 2015
Song LI and Param Silvapulle
Monash Business School and Monash University - Department of Econometrics & Business Statistics
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Abstract:

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Boundary bias, Gaussian copula kernel, Kernel selection, Bayesian bandwidth