Copula model evaluation based on parametric bootstrap.
Aristidis K. NikoloulopoulosDimitris KarlisPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- mathematical model
- multiscale
- evaluation model
- computational model
- similarity measure
- theoretical analysis
- statistical model
- evaluation framework
- decision making
- gaussian mixture
- monte carlo simulation
- evaluation method
- formal model
- linear regression
- maximum entropy
- conceptual model
- closed form
- theoretical framework
- cost function
- reinforcement learning