Dependence properties of B-spline copulas
DOI10.1007/s13171-019-00179-yzbMath1465.62109arXiv1902.04749OpenAlexW2991551806WikidataQ126623969 ScholiaQ126623969MaRDI QIDQ2023840
Gwo Dong Lin, Xiaoling Dou, Donald St. P. Richards, Satoshi Kuriki
Publication date: 3 May 2021
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1902.04749
Schur functionStirling number of the second kindFréchet-Hoeffding upper boundBernstein copulaorder-complete weak Tchebycheff systemtotal positivity of order \(r\)
Numerical computation using splines (65D07) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Order statistics; empirical distribution functions (62G30) Spline approximation (41A15)
Related Items (1)
Cites Work
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