On the weak convergence of the empirical conditional copula under a simplifying assumption.
François PortierJohan SegersPublished in: J. Multivar. Anal. (2018)
Keyphrases
- least squares
- semi parametric
- convergence rate
- faster convergence
- convergence speed
- theoretical analysis
- random field model
- case study
- machine learning
- global convergence
- iterative algorithms
- probabilistic model
- gaussian mixture
- empirical data
- initial conditions
- bayesian networks
- information systems
- artificial intelligence
- learning algorithm
- conditional logic
- convergence analysis
- database
- dependence structure