Evading the curse of dimensionality in nonparametric density estimation with simplified vine copulas.

Thomas Nagler Claudia Czado

Published in: J. Multivar. Anal. (2016)

Keyphrases

nonparametric density estimation
density estimation
random fields
marginal distributions
machine learning
aggregation functions
probabilistic model
non stationary
probability density function
maximum entropy
high dimensional
outlier detection
handling uncertainty