Model distances for vine copulas in high dimensions (Q1702012): Difference between revisions
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Revision as of 21:01, 18 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model distances for vine copulas in high dimensions |
scientific article |
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Model distances for vine copulas in high dimensions (English)
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27 February 2018
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vine copulas
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model distances
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Kullback-Leibler
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Jeffreys distance
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Monte Carlo integration
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