Approximations of copulas via transformed moments

DOI10.1007/s11009-022-09969-8zbMath1505.62480OpenAlexW4294579959WikidataQ114224852 ScholiaQ114224852MaRDI QIDQ2684963

Stéphane Loisel, Robert M. Mnatsakanov, Hansjoerg Albrecher

Publication date: 17 February 2023

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-022-09969-8

zbMATH Keywords

copula functionmoment-recovered distributionuniform rate of approximation\(M\)-determinate distribution

Mathematics Subject Classification ID

Density estimation (62G07) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Rate of convergence, degree of approximation (41A25)

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