Estimation of copulas via Maximum Mean Discrepancy

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Estimation of copulas via Maximum Mean Discrepancy

1 October 2020

Badr-Eddine Chérief-Abdellatif

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Papers citing "Estimation of copulas via Maximum Mean Discrepancy"

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Title
Your copula is a classifier in disguise: classification-based copula density estimation David Huk Mark Steel Ritabrata Dutta 223 0 0 05 Nov 2024
Robustifying likelihoods by optimistically re-weighting data Miheer Dewaskar Christopher Tosh Jeremias Knoblauch David B. Dunson 89 6 0 19 Mar 2023
Variance-Aware Estimation of Kernel Mean Embedding Geoffrey Wolfer Pierre Alquier 152 4 0 13 Oct 2022
A Python Package for Sampling from Copulae: clayton Alexis Boulin 47 0 0 31 Mar 2022
Clustering Market Regimes using the Wasserstein Distance Blanka Horvath Zacharia Issa Aitor Muguruza Gonzalez OOD 90 10 0 22 Oct 2021
Implicit Generative Copulas Tim Janke M. Ghanmi F. Steinke 87 17 0 29 Sep 2021