Taoufik Bouezmarni

HEC Montreal

3000, Chemin de la C├┤te-Sainte-Catherine

Montreal, Quebec H2X 2L3

Canada

SCHOLARLY PAPERS

4

DOWNLOADS

300

SSRN CITATIONS

2

CROSSREF CITATIONS

2

Scholarly Papers (4)

1.

Semiparametric Multivariate Density Estimation for Positive Data Using Copulas

CORE Discussion Paper No. 2007/54
Number of pages: 28 Posted: 30 Aug 2007
Taoufik Bouezmarni and J. V. K. Rombouts
HEC Montreal and HEC Montreal
Downloads 119 (258,674)

Abstract:

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Asymptotic properties, asymmetric kernels, boundary bias, copula, curse of dimension, least squares cross validation

2.

Nonparametric Density Estimation for Positive Time Series

CORE Discussion Paper No. 2006/85
Number of pages: 32 Posted: 05 Dec 2006
Taoufik Bouezmarni and J. V. K. Rombouts
HEC Montreal and HEC Montreal
Downloads 100 (292,077)
Citation 5

Abstract:

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Gamma kernel, Nonparametric density estimation, Mixing process, Transaction durations, Realised volatility

3.

Density and Hazard Rate Estimation for Censored and A-Mixing Data Using Gamma Kernels

CORE Discussion Paper 2006/118
Number of pages: 22 Posted: 14 Mar 2007
Taoufik Bouezmarni and J. V. K. Rombouts
HEC Montreal and HEC Montreal
Downloads 57 (402,113)
Citation 2

Abstract:

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Gamma kernel, Kaplan Meier, density and hazard function, mean integrated squared error, consistency, asymptotic normality

4.

Semi-Parametric Copula-Based Models Under Non-Stationarity

Number of pages: 38 Posted: 17 Oct 2018
Bouchra R. Nasri, Bruno Remillard and Taoufik Bouezmarni
Department of Mathematics and Statistics, McGill University, Department of Decision Sciences, HEC Montreal and HEC Montreal
Downloads 24 (547,943)
Citation 1

Abstract:

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copula; covariates; non-stationarity; conditional distribution