Skip navigation
Skip navigation

Estimating a bivariate density when there are extra data on one or both components

Hall, Peter; Neumeyer, Natalie

Description

The objective of this paper is to estimate a bivariate density nonparametrically from a dataset from the joint distribution and datasets from one or both marginal distributions. We develop a copula-based solution, which has potential benefits even when the marginal datasets are empty. For example, if the copula density is sufficiently smooth in the region where we wish to estimate it, the joint density can be estimated with a high degree of accuracy. Similar improvements in performance are...[Show more]

CollectionsANU Research Publications
Date published: 2006
Type: Journal article
URI: http://hdl.handle.net/1885/18277
Source: Biometrika
DOI: 10.1093/biomet/93.2.439

Download

File Description SizeFormat Image
01_Hall_Estimating_a_bivariate_density_2006.pdf348.56 kBAdobe PDF    Request a copy


Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  12 November 2018/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator