Pair programming with ChatGPT for sampling and estimation of copulas

DOI10.1007/S00180-023-01437-2MaRDI QIDQ6661264zbMATH OpenFDO

Authors Jan Górecki

Publication date 13 January 2025

Published in Computational Statistics (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00180-023-01437-2

zbMATH Keywords

analytically intractable problemshuman-AI collaborationnatural languageprompt engineeringstatistics

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

Cites work

• A model for association in bivariate life tables and its application in epidemiological studies of familial tendency in chronic disease incidence
• An introduction to copulas.
• Dependence modeling with copulas
• Estimating non-simplified vine copulas using penalized splines
• Families of Multivariate Distributions
• Hierarchical Archimax copulas
• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• scientific article; zbMATH DE number 6458325 (Why is no real title available?)
• Parameter estimation for pair-copula constructions
• Quantitative risk management. Concepts, techniques and tools

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