EM estimation of the B-spline copula with penalized pseudo-likelihood functions
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DOI: 10.1007/s00362-024-01647-w
Abstract: The B-spline copula function is defined by a linear combination of elements of the normalized B-spline basis. We develop a modified EM algorithm, to maximize the penalized pseudo-likelihood function, wherein we use the smoothly clipped… read more here.
Keywords: pseudo likelihood; spline copula; estimation spline; penalized pseudo ... See more keywords