Nonparametric Copula Density Estimation Methodologies

Nonparametric Copula Density Estimation Methodologies

This paper proposes several methodologies whose objective consists of securing copula density estimates. More specifically, this aim will be achieved by differentiating bivariate least-squares polynomials fitted to Deheuvels’ empirical copulas, by making use of Bernstein’s approximating polynomials...

Full description

Bibliographic Details
Main Authors: Serge B. Provost, Yishan Zang
Format: Article
Language:English
Published: MDPI AG 2024-01-01
Series:Mathematics
Subjects:
copula density estimation
data modeling
nonparametric methodologies
polynomial approximations
pseudo-observations
Sklar’s theorem
Online Access:https://www.mdpi.com/2227-7390/12/3/398

Internet

https://www.mdpi.com/2227-7390/12/3/398

Similar Items