Approximation multivariate distribution with pair copula using the orthonormal polynomial and Legendre multiwavelets basis functions (Q2809615)
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scientific article; zbMATH DE number 6587393
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| English | Approximation multivariate distribution with pair copula using the orthonormal polynomial and Legendre multiwavelets basis functions |
scientific article; zbMATH DE number 6587393 |
Statements
Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions (English)
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30 May 2016
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density approximation
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Legendre multiwavelets
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minimum information technique
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orthonormal polynomial series
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pair-copula construction
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vine
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0.8148592710494995
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0.8148592710494995
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0.7778928279876709
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0.759117841720581
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0.7492029666900635
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