Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions.
Hélène CossetteSimon-Pierre GadouryEtienne MarceauChristian Y. RobertPublished in: J. Multivar. Anal. (2019)
Keyphrases
- high accuracy
- detection method
- preprocessing
- parameter estimation
- computational cost
- concept hierarchy
- density estimation
- maximum likelihood
- mutual information
- significant improvement
- image registration
- dynamic programming
- em algorithm
- pairwise
- computational complexity
- objective function
- probability density
- feature selection