On a high-dimensional model representation method based on copulas
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- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
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Cited in
(8)- Constructing copulas using corrected Hermite polynomial expansion for estimating cross foreign exchange volatility
- Operational research and artificial intelligence methods in banking
- STATISTICAL INFERENCE FOR COPULAS IN HIGH DIMENSIONS: A SIMULATION STUDY
- Discriminant analysis on high dimensional Gaussian copula model
- A method for constructing higher-dimensional copulas
- High dimensional Gaussian copula graphical model with FDR control
- Combining data envelopment analysis and stochastic frontiers via a LASSO prior
- Endogenous productivity: a new Bayesian perspective
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