Copula Density Estimation by Total Variation Penalized Likelihood
DOI10.1080/03610910903168587zbMath1182.62075OpenAlexW2003679126MaRDI QIDQ3652732
Publication date: 16 December 2009
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910903168587
Applications of statistics to economics (62P20) Density estimation (62G07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Monte Carlo methods (65C05)
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Cites Work
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