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stat.AP2021★ 1 cited
Global and Tail Dependence: A Differential Geometry Approach
Davide Lauria, Svetlozar T. Rachev, A. Alexandre Trindade
Measures of tail dependence between random variables aim to numerically quantify the degree of association between their extreme realizations. Existing tail dependence coefficients…
stat.AP2015
Local Orthogonal Polynomial Expansion for Density Estimation
D. P. Amali Dassanayake, Igor Volobouev, A. Alexandre Trindade
A Local Orthogonal Polynomial Expansion (LOrPE) of the empirical density function is proposed as a novel method to estimate the underlying density. The estimate is constructed by m…