Empirical copula density construction with iterative proportional fitting

RM Cooke, AM Hanea, D Kurowicka

Research output: Contribution to conferenceAbstractScientific

Original languageEnglish
Pages1-2
Number of pages2
Publication statusPublished - 2012
EventISAM - Summerschool12, München, Germany - München
Duration: 30 Jul 20123 Aug 2012

Conference

ConferenceISAM - Summerschool12, München, Germany
Period30/07/123/08/12

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