Computing the volume of a high-dimensional semi-unsupervised hierarchical copula

DOI10.1080/00207160.2010.549939zbMath1233.91141OpenAlexW1973532250MaRDI QIDQ3101644

Enrico Bernardi, Silvia Romagnoli

Publication date: 29 November 2011

Published in: International Journal of Computer Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207160.2010.549939

zbMATH Keywords

hierarchical copulahigh dimensional problemclustering unsupervised methodcopula volumeMatLab\(^{\text{TM}}\) code

Mathematics Subject Classification ID

Related Items

A hierarchical copula-based world-wide valuation of sovereign risk

Uses Software

• Matlab

Cites Work

• An introduction to copulas.
• Statistical theory in clustering
• Hydrodynamic scaling limit of continuum solid-on-solid model
• A Criterion for Determining the Number of Groups in a Data Set Using Sum-of-Squares Clustering
• Computing the Volume ofn-Dimensional Copulas
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