A New Kernel Estimator of Copulas Based on Beta Quantile Transformations
A copula is a multivariate cumulative distribution function with marginal distributions <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" display="inline"><semantics><mrow><mi>U</mi><mi>n</mi><mi>i</mi><...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2021-05-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/9/10/1078 |