Copula Density Estimation by Total Variation Penalized Likelihood
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Publication:3652732
DOI10.1080/03610910903168587zbMath1182.62075MaRDI QIDQ3652732
Publication date: 16 December 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910903168587
62P20: Applications of statistics to economics
62G07: Density estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
62H20: Measures of association (correlation, canonical correlation, etc.)
62H05: Characterization and structure theory for multivariate probability distributions; copulas
65C05: Monte Carlo methods
Related Items
Copula density estimation by total variation penalized likelihood with linear equality constraints, Penalized logspline density estimation using total variation penalty, Flexible Copula Density Estimation with Penalized Hierarchical B-splines
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