This paper presents an asymptotic approximation for the marginal density of a nonlinear function g(θ) that is applicable when the joint density of θ is dominated by a single mode and the Jacobian of g ...

Asymptotic properties of estimates of a probability density function and its derivatives which use the kernel-method are studied. Some results on the rate of convergence of these estimates are ...

Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...