On the connection between cherry-tree copulas and truncated R-vine copulas

DOI10.14736/kyb-2017-3-0437zbMath1438.62096arXiv1604.03269OpenAlexW2964297796MaRDI QIDQ4599033

Edith Kovács, Tamás Szántai

Publication date: 15 December 2017

Published in: Kybernetika (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1604.03269

zbMATH Keywords

copulatruncated vineconditional independencescherry-tree copulaRegular-vine

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Combinatorial probability (60C05)

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