Empirical copula density construction with iterative proportional fitting

Abstract (2012)

Authors

R.M. Cooke Applied Probability - EEMCS
A.M. Hanea Applied Probability - EEMCS
D. Kurowicka Applied Probability - EEMCS
Research Group
Applied Probability (EEMCS) (TU Delft)
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Published Date

2012

Language

English

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Faculty

Electrical Engineering, Mathematics and Computer Science

Department

Delft Institute of Applied Mathematics

Research Group

Applied Probability