Estimating checkerboard approximations with sample d-copulas

DOI10.1080/03610918.2019.1636996zbMath1492.62093OpenAlexW2954672296MaRDI QIDQ5086373

Ricardo Hoyos-Argüelles, José María González-Barrios

Publication date: 5 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1636996

zbMATH Keywords

copulasnonparametric estimatorsempirical copulacheckerboard approximation

Mathematics Subject Classification ID

Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Approximations to statistical distributions (nonasymptotic) (62E17) Nonparametric inference and fuzziness (62G86)

Related Items (2)

A characterization of multivariate independence using copulas ⋮ A copula-based approximation to Markov chains

Cites Work

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