Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (Q1659364)
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scientific article; zbMATH DE number 6918496
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate models for dependent clusters of variables with conditional independence given aggregation variables |
scientific article; zbMATH DE number 6918496 |
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Multivariate models for dependent clusters of variables with conditional independence given aggregation variables (English)
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15 August 2018
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dependence modeling
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copula
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multivariate skew-\(t\)
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tail asymmetry
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tail dependence
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