Copula density estimation by total variation penalized likelihood with linear equality constraints (Q425397)

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scientific article; zbMATH DE number 6043855
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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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