MMDCopula

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MMDCopula (Robust Estimation of Copulas by Maximum Mean Discrepancy)

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CRANMMDCopulaMaRDI QIDQ110590FDOQ110590

Robust Estimation of Copulas by Maximum Mean Discrepancy

Pierre Alquier, Jean-david Fermanian, Badr-eddine Chérief-abdellatif, Alexis Derumigny

Last update: 25 April 2022

Copyright license: GNU General Public License, version 3.0

Software version identifier: 0.2.1

Estimation of Copulas via Maximum Mean Discrepancy

This page was built for software: MMDCopula

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