Parametric dependence between random vectors via copula-based divergence measures

27 February 2023

Papers citing "Parametric dependence between random vectors via copula-based divergence measures"

4 / 4 papers shown

Title
Measuring dependence between random vectors via optimal transport Gilles Mordant Johan Segers OT 26 24 0 28 Apr 2021
Densities of nested Archimedean copulas Marius Hofert David Pham TPM 47 51 0 11 Apr 2012
Improved kernel estimation of copulas: Weak convergence and goodness-of-fit testing M. Omelka Irène Gijbels N. Veraverbeke 52 154 0 31 Aug 2009
Mutual information is copula entropy Jian Ma Zeng-qi Sun 103 153 0 06 Aug 2008