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Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions - MaRDI portal

Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions (Q2809615)

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scientific article; zbMATH DE number 6587393
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English
Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions
scientific article; zbMATH DE number 6587393

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    Approximation Multivariate Distribution with Pair Copula Using the Orthonormal Polynomial and Legendre Multiwavelets Basis Functions (English)
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    30 May 2016
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    density approximation
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    Legendre multiwavelets
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    minimum information technique
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    orthonormal polynomial series
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    pair-copula construction
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    vine
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