A nonparametric copula density estimator incorporating information on   bivariate marginals
  We propose a copula density estimator that can include information on bivariate marginals when the information is available. We use B-splines for copula density approximation and include information on bivariate marginals via a penalty term. Our estimator satisfies the constraints for a copula density. Under mild conditions, the proposed estimator is consistent. 
Yu-Hsiang Cheng and Tzee-Ming Huang
stat.ME