MMDCopula

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

Cites work

• Estimation of Copulas via Maximum Mean Discrepancy

This page was built for software: MMDCopula