On heavy-tailed risks under Gaussian copula: The effects of marginal transformation.

Bikramjit Das Vicky Fasen-Hartmann

Published in: J. Multivar. Anal. (2024)

Keyphrases

heavy tailed
generalized gaussian
von mises
heavy tails
probability density function
probability distribution
maximum likelihood
em algorithm
mixture model
spatial domain
gaussian mixture
gaussian noise
prior distribution