A Legendre multiwavelets approach to copula density estimation

Statistical Papers ◽

10.1007/s00362-015-0720-0 ◽

2015 ◽

Vol 58 (3) ◽

pp. 673-690 ◽

Author(s):

O. Chatrabgoun ◽

G. Parham ◽

R. Chinipardaz

Keyword(s):

Density Estimation ◽

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Copula density estimation by finite mixture of parametric copula densities

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2019.1622720 ◽

2019 ◽

pp. 1-23

Author(s):

Leming Qu ◽

Yang Lu

Keyword(s):

Density Estimation ◽

Finite Mixture ◽

Copula Density ◽

Parametric Copula

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Copula Density Estimation by Total Variation Penalized Likelihood

Communications in Statistics - Simulation and Computation ◽

10.1080/03610910903168587 ◽

2009 ◽

Vol 38 (9) ◽

pp. 1891-1908 ◽

Author(s):

Leming Qu ◽

Yi Qian ◽

Hui Xie

Keyword(s):

Density Estimation ◽

Total Variation ◽

Penalized Likelihood ◽

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Nonparametric Copula Density Estimation Using a Petrov–Galerkin Projection

Innovations in Quantitative Risk Management - Springer Proceedings in Mathematics & Statistics ◽

10.1007/978-3-319-09114-3_25 ◽

2015 ◽

pp. 423-438

Author(s):

Dana Uhlig ◽

Roman Unger

Keyword(s):

Density Estimation ◽

Galerkin Projection ◽

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Copula density estimation by total variation penalized likelihood with linear equality constraints

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2011.07.016 ◽

2012 ◽

Vol 56 (2) ◽

pp. 384-398 ◽

Author(s):

Leming Qu ◽

Wotao Yin

Keyword(s):

Density Estimation ◽

Total Variation ◽

Penalized Likelihood ◽

Equality Constraints ◽

Linear Equality Constraints ◽

Linear Equality ◽

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Hazard Estimation With Bivariate Survival Data and Copula Density Estimation

Journal of Computational and Graphical Statistics ◽

10.1080/10618600.2014.964356 ◽

2015 ◽

Vol 24 (4) ◽

pp. 1053-1073

Author(s):

Chong Gu

Keyword(s):

Density Estimation ◽

Survival Data ◽

Bivariate Survival ◽

Copula Density ◽

Hazard Estimation ◽

Bivariate Survival Data

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Nonparametric Copula Density Estimation in Sensor Networks

2011 Seventh International Conference on Mobile Ad-hoc and Sensor Networks ◽

10.1109/msn.2011.50 ◽

2011 ◽

Author(s):

Leming Qu ◽

Hao Chen ◽

Yichen Tu

Keyword(s):

Sensor Networks ◽

Density Estimation ◽

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Testing bivariate independence based on α-divergence by improved probit transformation method for copula density estimation

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2022.2025836 ◽

2022 ◽

pp. 1-19

Author(s):

M. Mohammadi ◽

M. Emadi ◽

M. Amini

Keyword(s):

Density Estimation ◽

Transformation Method ◽

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Flexible Copula Density Estimation with Penalized Hierarchical B-splines

Scandinavian Journal of Statistics ◽

10.1111/sjos.12018 ◽

2013 ◽

Vol 40 (4) ◽

pp. 685-705 ◽

Author(s):

Göran Kauermann ◽

Christian Schellhase ◽

David Ruppert

Keyword(s):

Density Estimation ◽

B Splines ◽

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Bivariate Dependency Analysis using Jeffrey and Hellinger Divergence Measures based on Copula Density Estimation by Improved Probit Transformation

Journal of Statistical Sciences ◽

10.52547/jss.15.1.12 ◽

2021 ◽

Vol 15 (1) ◽

pp. 233-254

Author(s):

Morteza Mohammadi ◽

Mahdi Emadi ◽

Mohammad Amini ◽

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...

Keyword(s):

Density Estimation ◽

Dependency Analysis ◽

Divergence Measures ◽

Copula Density ◽

Hellinger Divergence

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Copula Density Estimation Using Multiwavelets Based on the Multiresolution Analysis

Communications in Statistics - Simulation and Computation ◽

10.1080/03610918.2014.944655 ◽

2014 ◽

Vol 45 (9) ◽

pp. 3350-3372 ◽

Author(s):

O. Chatrabgoun ◽

G. Parham

Keyword(s):

Density Estimation ◽

Multiresolution Analysis ◽

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