Empirical copula density construction with iterative proportional fitting

Research output: Contribution to conference › Abstract › Scientific

Original language	English
Pages	1-2
Number of pages	2
Publication status	Published - 2012
Event	ISAM - Summerschool12, München, Germany - München Duration: 30 Jul 2012 → 3 Aug 2012

Conference	ISAM - Summerschool12, München, Germany
Period	30/07/12 → 3/08/12

NEO

Cite this

TY - CONF

T1 - Empirical copula density construction with iterative proportional fitting

AU - Cooke, RM

AU - Hanea, AM

AU - Kurowicka, D

N1 - NEO

PY - 2012

Y1 - 2012

UR - http://www.ma.tum.de/foswiki/pub/Mathematik/SummerSchool12Abstracts/Empirical_Copula_DensityIPF.pdf

M3 - Abstract

SP - 1

EP - 2

T2 - ISAM - Summerschool12, München, Germany

Y2 - 30 July 2012 through 3 August 2012

ER -