Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397)
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scientific article; zbMATH DE number 6043855
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula density estimation by total variation penalized likelihood with linear equality constraints |
scientific article; zbMATH DE number 6043855 |
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Copula density estimation by total variation penalized likelihood with linear equality constraints (English)
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8 June 2012
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total variation
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maximum penalized likelihood estimation
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augmented Lagrangian method
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0.97729754
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0.89675844
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0.8927381
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0.8896004
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0.8846948
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0.87901527
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0.87503475
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