Estimation of copulas via Maximum Mean Discrepancy

Pierre Alquier, Badr-Eddine Chérief-Abdellatif, Alexis Derumigny, Jean-David Fermanian

Mathematics of Operations Research

Research output: Working paper

45 Downloads (Pure)

1 Software

1 results

2020
MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy
Derumigny, A., Alquier, P., Fermanian, J-D. & Chérief-Abdellatif, B-E., 13 Oct 2020
Research output: Non-textual form › Software › Academic

Open Access