Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas
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Publication:93079
DOI10.1016/j.jmva.2016.07.003zbMath1346.62071arXiv1503.03305OpenAlexW2467760016MaRDI QIDQ93079
Claudia Czado, Thomas Nagler, Claudia Czado, Thomas Nagler
Publication date: October 2016
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1503.03305
Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Uses Software
Cites Work
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