Model distances for vine copulas in high dimensions (Q1702012): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2341311006 / rank | |||
Normal rank | |||
Revision as of 00:49, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Model distances for vine copulas in high dimensions |
scientific article |
Statements
Model distances for vine copulas in high dimensions (English)
0 references
27 February 2018
0 references
vine copulas
0 references
model distances
0 references
Kullback-Leibler
0 references
Jeffreys distance
0 references
Monte Carlo integration
0 references
