How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond |
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How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (English)
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9 August 2021
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pair-copula construction
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simplifying assumption
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conditional distribution
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Markov kernel
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dependence
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