Prediction based on conditional distributions of vine copulas
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Publication:2002717
DOI10.1016/j.csda.2019.04.015OpenAlexW2952553869WikidataQ127851923 ScholiaQ127851923MaRDI QIDQ2002717
Publication date: 12 July 2019
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.08429
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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