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Predictive assessment of copula models - MaRDI portal

Predictive assessment of copula models (Q5107569)

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scientific article; zbMATH DE number 7194087
Language Label Description Also known as
English
Predictive assessment of copula models
scientific article; zbMATH DE number 7194087

    Statements

    title
    Predictive assessment of copula models (English)
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    author
    Elif F. Acar
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    Parisa Azimaee
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    M.D. Erfanul Hoque
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    publication date
    28 April 2020
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    zbMATH Keywords
    conditional quantiles
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    copula regression
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    copula selection
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    prediction error
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    vine copulas
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    Identifiers

    zbMATH DE Number
    7194087
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    OpenAlex ID
    W2903241066
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    Wikidata QID
    Q128858232
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    DOI
    10.1002/CJS.11468
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