Testing the simplifying assumption in high-dimensional vine copulas
type: Item
instance of: scholarly article
published in: Electronic Journal of Statistics
volume: 16
issue: 2
publication date: 2022-01-01T00:00:00Z
publication date: 2022-10-18T00:00:00Z
author: Malte S. Kurz
author: Fabian Spanhel
title: Testing the simplifying assumption in high-dimensional vine copulas
full work available at URL: https://arxiv.org/abs/1706.02338
full work available at URL: 22-EJS2051.full
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7603107
zbMATH Keywords: conditional copula
zbMATH Keywords: pair-copula construction
zbMATH Keywords: partial vine copula
zbMATH Keywords: simplifying assumption
zbMATH Keywords: test for constant conditional correlation
zbMATH Keywords: vine copula
Wikidata QID: Q114599167
describes a project that uses: VineCopula
describes a project that uses: pacotest
describes a project that uses: kdecopula
MaRDI profile type: Publication
OpenAlex ID: W4304195711
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DOI: 10.1214/22-EJS2051
description: scientific article; zbMATH DE number 7603107