High-Dimensional Copula Variational Approximation Through Transformation
Michael Stanley Smith, Rubén Loaiza‐Maya, David J. Nott
Abstract
10.1080/10618600.2020.1740097
Topics & Concepts
Copula (linguistics)EconometricsMathematicsStatisticsEconomicsStatistical Methods and InferenceFinancial Risk and Volatility ModelingMonetary Policy and Economic Impact