The bivariate K-finite normal mixture ‘blanket’ copula

DOI10.1080/00949655.2021.1990292OpenAlexW3202858246MaRDI QIDQ3390622

Aristidis K. Nikoloulopoulos

Publication date: 24 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1990292

zbMATH Keywords

Kullback-Leibler distancedependence structurebivariate copulasmixtures of bivariate normal distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics (62-XX)

Uses Software

• Cubature
• lcopula
• CopulaModel

Cites Work

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