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Estimating copula densities, using model selection techniques - MaRDI portal

Estimating copula densities, using model selection techniques (Q659123)

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scientific article; zbMATH DE number 6004636
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Estimating copula densities, using model selection techniques
scientific article; zbMATH DE number 6004636

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    Estimating copula densities, using model selection techniques (English)
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    10 February 2012
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    penalty function
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    Legendre polynomials
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    contamination family
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    nonlinear correlation
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    Identifiers