Copula Density Estimation by Total Variation Penalized Likelihood

DOI10.1080/03610910903168587zbMath1182.62075OpenAlexW2003679126MaRDI QIDQ3652732

Yi Qian, Leming Qu, Hui Xie

Publication date: 16 December 2009

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910903168587

zbMATH Keywords

copulatotal variationdensity estimationdependence modeling

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)

Related Items (3)

Penalized logspline density estimation using total variation penalty ⋮ Copula density estimation by total variation penalized likelihood with linear equality constraints ⋮ Flexible Copula Density Estimation with Penalized Hierarchical B-splines

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