Finite mixture of Clayton, Frank, Gumbel, Student's t and normal copula densities estimated by interior-point constrained MLE for modeling complex high-dimensional dependence.
author Meyer, R
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Copula Density Estimation by Finite Mixture of Parametric Copula Densities
Finite mixture of Clayton, Frank, Gumbel, Student's t and normal copula densities estimated by interior-point constrained MLE for modeling complex high-dimensional dependence.