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Multivariate distributions of correlated binary variables generated by pair-copulas - MaRDI portal

Multivariate distributions of correlated binary variables generated by pair-copulas (Q2040911)

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scientific article; zbMATH DE number 7371704
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Multivariate distributions of correlated binary variables generated by pair-copulas
scientific article; zbMATH DE number 7371704

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    Multivariate distributions of correlated binary variables generated by pair-copulas (English)
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    14 July 2021
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    D-vine
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    mutivariate binary distributions
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    multivariate probit model
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    pair-copulas
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