Estimation of Copulas via Maximum Mean Discrepancy

DOI10.1080/01621459.2021.2024836arXiv2010.00408OpenAlexW4205266358MaRDI QIDQ6077589

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

Publication date: 18 October 2023

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2010.00408

zbMATH Keywords

copularobust proceduresalgorithms semiparametric inferencekernel methods and RKHS

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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