Exact distribution under independence of the diagonal section of the empirical copula.

Arturo Erdely José M. González-Barrios

Published in: Kybernetika (2008)

Keyphrases

dependence structure
joint distribution
marginal distributions
probability distribution
data distribution
covariance matrix
uniformly distributed
least squares
conditional independence
real time
neural network
database systems
feature space
information theoretic
brute force
lower order