MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy

A.F.F. Derumigny (Creator)
Pierre Alquier (Contributor)
Badr-Eddine Chérief-Abdellatif (Contributor)
Jean David Fermanian (Contributor)

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2022
Estimation of Copulas via Maximum Mean Discrepancy
Alquier, P., Chérief-Abdellatif, B. E., Derumigny, A. & Fermanian, J. D., 2022, In: Journal of the American Statistical Association. 17 p.
Research output: Contribution to journal › Article › Scientific › peer-review

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