Košík

0545287 - NHU-C 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
Grant CEP: GA ČR(CZ) GA20-28055S; GA MŠMT(CZ) SVV260611
Institucionální podpora: Progres-Q24
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/11104/0322020