Mixture of D-vine copulas for modeling dependence
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Publication:1800071
DOI10.1016/j.csda.2013.02.018zbMath1468.62099OpenAlexW2009385925MaRDI QIDQ1800071
Daeyoung Kim, Shu-Min Liao, Yoon-Sung Jung, Jong-Min Kim
Publication date: 19 October 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2013.02.018
Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Uses Software
Cites Work
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