kdevine (Q31908)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
Multivariate Kernel Density Estimation with Vine Copulas
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | kdevine |
Multivariate Kernel Density Estimation with Vine Copulas |
Statements
18 August 2025
0 references
Implements the vine copula based kernel density estimator of Nagler and Czado (2016) <doi:10.1016/j.jmva.2016.07.003>. The estimator does not suffer from the curse of dimensionality and is therefore well suited for high-dimensional applications.
0 references
Identifiers
28 October 2022
0 references
