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
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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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