A new parametric method of estimating the joint probability density: Revisited

Moawia Alghalith

Physica A: Statistical Mechanics and its Applications, 2019, vol. 527, issue C

Abstract: We significantly extend Alghalith (2017). In doing so, we show that the joint probability density can be estimated without knowing any of the marginal densities or the conditional density. Moreover, we provide a simpler, superior alternative to copulas.

Keywords: Joint probability density; Marginal density; Conditional density; Taylor expansion; Parametric density estimation (search for similar items in EconPapers)
Date: 2019
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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:527:y:2019:i:c:s0378437119308441

DOI: 10.1016/j.physa.2019.121455

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