Model distances for vine copulas in high dimensions (Q1702012): Difference between revisions

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Revision as of 05:26, 15 July 2024

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Model distances for vine copulas in high dimensions
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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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