Examination and visualisation of the simplifying assumption for vine copulas in three dimensions

DOI10.1111/anzs.12182zbMath1373.62227arXiv1602.05795OpenAlexW2962766512MaRDI QIDQ5361179

Matthias Killiches, Daniel Kraus, Claudia Czado

Publication date: 27 September 2017

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1602.05795

zbMATH Keywords

dependence modellingpair-copula constructionscontour surfacesbivariate building block

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Graphical methods in statistics (62A09)

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