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Martin Burda

University of Toronto

105 St George Street

Toronto, M5S 3G8

Canada

SCHOLARLY PAPERS

1

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33

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0

Scholarly Papers (1)

1.

Bayesian Adaptive Sparse Copula

Number of pages: 24 Posted: 18 Jul 2024
Martin Burda and Artem Prokhorov
University of Toronto and The University of Sydney
Downloads 33 (1,277,121)

Abstract:

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copulas, nonparametrics, multiscale, Bernstein polynomial, Value-at-Risk