Estimating Risk with Sarmanov Copula and Nonparametric Marginal Distributions.
Zuhair BahraouiCatalina BolancéRamon AlemanyPublished in: MS (2013)
Keyphrases
- dependence structure
- marginal distributions
- joint distribution
- random vectors
- probability distribution
- random variables
- wavelet coefficients
- random fields
- gaussian distribution
- linear combination
- maximum entropy
- conditional probabilities
- density estimation
- parameter estimation
- markov networks
- graphical models
- maximum likelihood
- contingency tables
- least squares
- knn