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Copulas, motivation Part III
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I explain the motivation for using copulas for estimation of joint probability distributions.
In part III I explain dimensionality curse in joint probability distribution estimation. We talk about the promise of copulas: to escape the dimensionality curse by constructing joint distribution from one dimensional marginals.
In part III I explain dimensionality curse in joint probability distribution estimation. We talk about the promise of copulas: to escape the dimensionality curse by constructing joint distribution from one dimensional marginals.