Kauermann, Göran; Meyer, Renate Penalized marginal likelihood estimation of finite mixtures of Archimedean copulas. (English) Zbl 1306.65079 Comput. Stat. 29, No. 1-2, 283-306 (2014). MSC: 62-08 62J12 62G08 PDFBibTeX XMLCite \textit{G. Kauermann} and \textit{R. Meyer}, Comput. Stat. 29, No. 1--2, 283--306 (2014; Zbl 1306.65079) Full Text: DOI
Kauermann, Göran; Schellhase, Christian; Ruppert, David Flexible copula density estimation with penalized hierarchical B-splines. (English) Zbl 1364.62084 Scand. J. Stat. 40, No. 4, 685-705 (2013). MSC: 62G07 62H12 65N55 PDFBibTeX XMLCite \textit{G. Kauermann} et al., Scand. J. Stat. 40, No. 4, 685--705 (2013; Zbl 1364.62084) Full Text: DOI