Gaussian approximation of conditional elliptical copulas.
Enkelejd HashorvaPiotr JaworskiPublished in: J. Multivar. Anal. (2012)
Keyphrases
- random field model
- gaussian convolution
- linear computational complexity
- series expansion
- marginal distributions
- polynomial approximation
- maximum likelihood
- multiscale
- taylor series expansion
- approximation algorithms
- relative error
- random fields
- approximation methods
- gaussian distribution
- linear combination
- approximation error
- aggregation functions
- normal distribution
- handling uncertainty
- tikhonov regularization
- gaussian mixture model