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Keywords: Vine Copula
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Journal Articles
Publisher: ASME
Article Type: Research Papers
J. Manuf. Sci. Eng. July 2024, 146(7): 071006.
Paper No: MANU-23-1670
Published Online: May 21, 2024
... with hundreds of characteristics, we propose to use Vine Copulas. This is a very flexible class of models, which gives precise estimation even in high dimension. From an industrial perspective, the computation of the estimator can be costly. To answer this point, one explains how to compute a lower bound...