Copula density estimation by total variation penalized likelihood with linear equality constraints
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Publication:425397
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Cites work
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- scientific article; zbMATH DE number 837911 (Why is no real title available?)
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Cited in
(8)- Flexible copula density estimation with penalized hierarchical B-splines
- Transformation-Kernel Estimation of Copula Densities
- Penalized logspline density estimation using total variation penalty
- Estimation of multivariate conditional-tail-expectation using Kendall's process
- Copula density estimation by total variation penalized likelihood
- Flexible pair-copula estimation in D-vines using bivariate penalized splines
- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- Bayesian nonparametric estimation of a copula
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