Pair-copula constructions for non-Gaussian DAG models
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Publication:3225772
DOI10.1002/cjs.10131zbMath1236.62044OpenAlexW2015220578MaRDI QIDQ3225772
Thomas Klein, Claudia Czado, Alexander Max Bauer
Publication date: 22 March 2012
Published in: Canadian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: http://mediatum.ub.tum.de/doc/1079263/document.pdf
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Applications of statistics to actuarial sciences and financial mathematics (62P05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Directed graphs (digraphs), tournaments (05C20)
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