Now showing items 1-5 of 5

    • Bootstrapping the conditional copula 

      Omelka, Marek; Veraverbeke, Noël; Gijbels, Irène (ELSEVIER, 2013)
      This paper is concerned with inference about the dependence or association between two random variables conditionally upon the given value of a covariate. A way to describe such a conditional dependence is via a conditional ...
    • Generalized copula–graphic estimator 

      De Uña-Álvarez, Jacobo; Veraverbeke, Noël (Springer Verlag, 2013)
      In this paper, a copula-graphic estimator is proposed for censored survival data. It is assumed that there is some dependent censoring acting on the variable of interest that may come from an existing competing risk. ...
    • New tests for exponentiality against new better than used in pth quantile 

      Swanepoel, Jan; Janssen, Paul; Veraverbeke, Noël (Taylor & Francis, 2009)
    • A note on the asymptotic behavior of the Bernstein estimator of the copula density 

      Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël (Elsevier, 2014)
      Copulas and their corresponding densities are functions of a multivariate joint distribution and the one-dimensional marginals. Bernstein estimators have been used as smooth nonparametric estimators for copulas and copula ...
    • Preadjusted non-parametric estimation of a conditional distribution function 

      Veraverbeke, Noël; Gijbels, Irene; Omelka, Marek (Wiley, 2014)
      The paper deals with non-parametric estimation of a conditional distribution function. We suggest a method of preadjusting the original observations non-parametrically through location and scale, to reduce the bias of ...