Copula density estimation by finite mixture of parametric copula densities (Q5082781)
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scientific article; zbMATH DE number 7545724
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula density estimation by finite mixture of parametric copula densities |
scientific article; zbMATH DE number 7545724 |
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Copula density estimation by finite mixture of parametric copula densities (English)
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21 June 2022
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copula
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dependence modeling
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mixture model
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maximum likelihood estimation
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interior-point algorithm
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