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» Archimedean copula estimation using Bayesian splines smoothi...
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CSDA
2007
104views more  CSDA 2007»
13 years 7 months ago
Archimedean copula estimation using Bayesian splines smoothing techniques
Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
Philippe Lambert
AUTOMATICA
2010
167views more  AUTOMATICA 2010»
13 years 7 months ago
A new kernel-based approach for linear system identification
This paper describes a new kernel-based approach for linear system identification of stable systems. We model the impulse response as the realization of a Gaussian process whose s...
Gianluigi Pillonetto, Giuseppe De Nicolao