On multivariate Gaussian copulas

By I. Žežula. 2009

56 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/bbb46957f05803811fd7dc5ad72a0015622c007b

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Zico Kolter
2. Matt Wytock

In Finance

1. Zico Kolter
2. Matt Wytock

In Statistics and Probability

1. Zico Kolter
2. Matt Wytock

Citations in the corpus

• Large-scale probabilistic forecasting in energy systems using sparse Gaussian conditional random fields (2013, methodology): “To overcome this limitation, we employ a (Gaussian) copula transform [22], a method for converting multivariate Gaussian distributions into multivariate distributions with arbitrary marginal distributions.”