MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy

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

*Corresponding author for this work

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  • 2020

    Estimation of copulas via Maximum Mean Discrepancy

    Alquier, P., Chérief-Abdellatif, B.-E., Derumigny, A. & Fermanian, J.-D., 1 Oct 2020, (Unpublished).

    Research output: Working paper

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