An iterated I-projection procedure for solving the generalized minimum information checkerboard copula problem

Journal of Multivariate Analysis 2026 Open access

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Authors: Ivan Kojadinovic, Tommaso Martini

DOI: 10.1016/j.jmva.2026.105692

Cited by: 0

Fields of Study & Subjects

Statistical Mechanics and Entropy Error Correcting Code Techniques Financial Risk and Volatility Modeling