Flexible Copula Density Estimation with Penalized Hierarchical B-splines

DOI10.1111/sjos.12018zbMath1364.62084OpenAlexW1542792663MaRDI QIDQ2868861

David Ruppert, Göran Kauermann, Christian Schellhase

Publication date: 19 December 2013

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12018

zbMATH Keywords

quadratic programmingcopula density estimationpenalized spline smoothinghierarchical B-splines

Mathematics Subject Classification ID

Density estimation (62G07) Estimation in multivariate analysis (62H12) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Related Items

Modelling the association in bivariate survival data by using a Bernstein copula, Simultaneous inference in structured additive conditional copula regression models: a unifying Bayesian approach, Nonparametric estimation of the measure of functional dependence, Default probability estimation via pair copula constructions, Bivariate copula additive models for location, scale and shape, Copula density estimation by finite mixture of parametric copula densities, Copula-Based Functional Bayes Classification With Principal Components and Partial Least Squares, Spline local basis methods for nonparametric density estimation, Estimating non-simplified vine copulas using penalized splines, Copula Link-Based Additive Models for Right-Censored Event Time Data, Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas, Flexible pair-copula estimation in D-vines using bivariate penalized splines

Uses Software

• SemiPar
• copula
• np
• copula

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