Timeline for Do copula describe multivariate distributions more accurately than their moments?
Current License: CC BY-SA 4.0
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| Sep 10, 2020 at 13:43 | comment | added | develarist | Even though the copula allows the joint to be theoretically reconstructed exactly, how easy is it to do this in practice as number of variables in the joint distribution become ever larger? Do non-parametric (empirical) estimators fail compared to parametric copulas? | |
| Sep 10, 2020 at 11:40 | history | answered | kjetil b halvorsen♦ | CC BY-SA 4.0 |