Copula density estimation by finite mixture of parametric copula densities

Qu, LM; Lu, Y

Qu, LM (reprint author), Boise State Univ, Dept Math, Boise, ID 83725 USA.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 0; ():

Abstract

A copula density estimation method that is based on a finite mixture of heterogeneous parametric copula densities is proposed here. More specifically,......

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