Nonparametric estimation of copula functions for dependence modelling
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Publication:5442065
DOI10.1002/cjs.5550350205zbMath1129.62023OpenAlexW2046113245MaRDI QIDQ5442065
Publication date: 15 February 2008
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://lib.dr.iastate.edu/cgi/viewcontent.cgi?article=1042&context=stat_las_preprints
Density estimation (62G07) Asymptotic distribution theory in statistics (62E20) Nonparametric estimation (62G05) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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