Selection of Vine Copulas
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Publication:2849522
DOI10.1007/978-3-642-35407-6_2zbMath1273.62110OpenAlexW156493003MaRDI QIDQ2849522
Claudia Czado, Lutz F. Gruber, Eike Christian Brechmann
Publication date: 20 September 2013
Published in: Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_2
Estimation in multivariate analysis (62H12) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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