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Selection of Vine Copulas - MaRDI portal

Selection of Vine Copulas (Q2849522)

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English
Selection of Vine Copulas
scientific article

    Statements

    title
    Selection of Vine Copulas (English)
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    author
    Claudia Czado
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    Lutz F. Gruber
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    publication date
    20 September 2013
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    zbMATH Keywords
    multivariate copula models
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    vine tree structures
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    frequentist approach
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    Bayesian approach
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    describes a project that uses
    copula
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    CDVine
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    VineCopula
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    Boost
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    copula
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    BGL
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    cites work
    Q3651735
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    Q5262090
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    Q5386477
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    Q3281461
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    Q3358073
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H12
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    62F15
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    65C60
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    zbMATH DE Number
    6210174
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    OpenAlex ID
    W156493003
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