Estimating copula densities, using model selection techniques
type: Item
instance of: scholarly article
title: Estimating copula densities, using model selection techniques
zbMATH Open document ID: 1231.62055
author: Wilbert C. M. Kallenberg
published in: Insurance Mathematics \& Economics
publication date: 2012-02-10T00:00:00Z
Mathematics Subject Classification ID: 62G07
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 6004636
zbMATH Keywords: penalty function
zbMATH Keywords: Legendre polynomials
zbMATH Keywords: contamination family
zbMATH Keywords: nonlinear correlation
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2009.06.006
OpenAlex ID: W2127550789
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DOI: 10.1016/J.INSMATHECO.2009.06.006
description: scientific article; zbMATH DE number 6004636