Estimation of Copulas via Maximum Mean Discrepancy-Reference-Cited by-同舟云学术

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Estimation of Copulas via Maximum Mean Discrepancy

Published:2022-03-31 Issue: Volume: Page:1-16
ISSN:0162-1459
Container-title:Journal of the American Statistical Association
language:en
Short-container-title:Journal of the American Statistical Association

Author:

Alquier Pierre¹^ORCID,Chérief-Abdellatif Badr-Eddine²,Derumigny Alexis³^ORCID,Fermanian Jean-David⁴^ORCID

Affiliation:

1. RIKEN AIP, Tokyo, Japan;;

2. Department of Statistics, University of Oxford, Oxford, UK;;

3. Department of Applied Mathematics, Delft University of Technology, Delft, The Netherlands;;

4. CREST, ENSAE, Institut Polytechnique de Paris, Palaiseau, France

Funder

EPSRC

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/01621459.2021.2024836

Reference42 articles.

1. Alquier, P., Chérief-Abdellatif, B.E., Derumigny, A., and Fermanian, J.D. (2020), “R package: MMDCopula.” Available at https://github.com/AlexisDerumigny/MMDCopula

2. A new method for estimation and model selection: $$\rho $$ ρ -estimation

3. Weak convergence of the empirical copula process with respect to weighted metrics

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Determents of sustainable charcoal production in AWI zone; the case of Fagita Lekoma district, Ethiopia;Heliyon;2022-12

2. MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy;CRAN: Contributed Packages;2020-10-13

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