Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions
DOI10.1080/03610918.2013.804557zbMath1337.62116arXiv1210.7485OpenAlexW1775360069MaRDI QIDQ2809615
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Publication date: 30 May 2016
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1210.7485
vinepair-copula constructionLegendre multiwaveletsdensity approximationminimum information techniqueorthonormal polynomial series
Density estimation (62G07) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17)
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Cites Work
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