4 citations · 6 across the 3 of their papers we have counts for
3 papers
math.ST2011
Goodness-of-fit Tests For Elliptical And Independent Copulas Through Projection Pursuit
Jacques Touboul
Two goodness-of-fit tests for copulas are being investigated. The first one deals with the case of elliptical copulas and the second one deals with independent copulas. These tests…
math.ST2010★ 2 cited
Projection Pursuit through Relative Entropy Minimization
Jacques Touboul
Projection Pursuit methodology permits to solve the difficult problem of finding an estimate of a density defined on a set of very large dimension. In his seminal article, Huber (s…
stat.ME2009★ 4 cited
Projection Pursuit through -Divergence Minimisation
Jacques Touboul
Consider a defined density on a set of very large dimension. It is quite difficult to find an estimate of this density from a data set. However, it is possible through a projection…