Browsing Faculty of Natural and Agricultural Sciences by Author "Janssen, Paul"

Now showing items 1-4 of 4

    • Efficiency behaviour of kernel-smoothed kernel distribution function estimators 

      Janssen, Paul; Swanepoel, Jan W.H.; Veraverbeke, Noël (SASA, 2020)
      The asymptotic mean integrated squared error (AMISE) and the kernel efficiency (KE) of kernel distribution function estimators are well studied. In this note we define new nonparametric distribution function estimators by ...

    • Large sample behavior of the Bernstein copula estimator 

      Janssen, Paul; Swanepoel, Jan; Veraverbeke, Noël (Elsevier, 2012)
      Bernstein polynomial estimators have been used as smooth estimators for density functions and distribution functions. The idea of using them for copula estimation has been given in Sancetta and Satchell (2004). In the ...

    • Nonparametric estimation of the cross ratio function 

      Abrams, Steven; Swanepoel, Jan; Veraverbeke, Noël; Janssen, Paul (Springer, 2020)
      The cross ratio function (CRF) is a commonly used tool to describe local dependence between two correlated variables. Being a ratio of conditional hazards, the CRF can be rewritten in terms of (first and second derivatives ...

    • 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 ...