Estimation of Copulas via Maximum Mean Discrepancy

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

^*Corresponding author for this work

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MMDCopula: Robust Estimation of Copulas by Maximum Mean Discrepancy
Derumigny, A. F. F. (Creator), Alquier, P. (Contributor), Chérief-Abdellatif, B. (Contributor) & Fermanian, J. D. (Contributor), TU Delft - 4TU.ResearchData, 2020
https://cran.r-project.org/package=MMDCopula and one more link, https://github.com/AlexisDerumigny/MMDCopula (show fewer)
Dataset/Software: Software