Model distances for vine copulas in high dimensions (Q1702012)
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scientific article
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| English | 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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0.7928133606910706
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0.7762514352798462
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0.7759663462638855
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0.7752613425254822
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0.7719693779945374
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