Posts Tagged ‘ transformed ’

(nonparametric) Copula density estimation

September 20, 2012
By
(nonparametric) Copula density estimation

Today, we will go further on the inference of copula functions. Some codes (and references) can be found on a previous post, on nonparametric estimators of copula densities (among other related things).  Consider (as before) the loss-ALAE data...

Read more »