Linear B-spline copulas with applications to nonparametric estimation of copulas

Computational Statistics and Data Analysis

Volumn 52, Issue 7, 2008, Pages 3806-3819

  Shen, Xiaojing ^a   Zhu, Yunmin ^a   Song, Lixin ^b  

^a SICHUAN UNIVERSITY   (China)

^b DALIAN UNIVERSITY OF TECHNOLOGY   (China)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; MULTIVARIABLE SYSTEMS; PARAMETER ESTIMATION; PROBABILITY DISTRIBUTIONS;

B-SPLINE COPULAS; NONPARAMETRIC ESTIMATION;

LINEAR SYSTEMS;

EID: 40249119595     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2008.01.002     Document Type: Article

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