Košík

0545259 - NHÚ 2022 RIV CZ eng V - Výzkumná zpráva
Anatolyev, Stanislav - Pyrlik, Vladimir
Shrinkage for Gaussian and t copulas in ultra-high dimensions.
Prague: CERGE-EI, 2021. 55 s. CERGE-EI Working Paper Series, 699. ISSN 1211-3298
Institucionální podpora: RVO:67985998
Klíčová slova: Gaussian copula * t copula * high dimensionality
Obor OECD: Applied Economics, Econometrics
https://www.cerge-ei.cz/pdf/wp/Wp699.pdf
Trvalý link: http://hdl.handle.net/11104/0322000