DanielBok / copulae

Multivariate data modelling with Copulas in Python

Home Page:https://copulae.readthedocs.io/en/latest/

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Reference for gaussian mixture copula

fountaindive opened this issue · comments

Hi, thanks for your really nice package!

I was wondering if there is a good reference you can provide for the gaussian mixture copula that describes the method.

Many thanks!