Copula diagnostics for asymmetries and conditional dependence (Q5037090): Difference between revisions
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| Property / describes a project that uses: VineCopula / rank | |||
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| Property / describes a project that uses: QRM / rank | |||
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| Property / describes a project that uses: CopulaModel / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/02664763.2019.1685080 / rank | |||
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Latest revision as of 03:17, 20 March 2024
scientific article; zbMATH DE number 7481495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula diagnostics for asymmetries and conditional dependence |
scientific article; zbMATH DE number 7481495 |
Statements
Copula diagnostics for asymmetries and conditional dependence (English)
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25 February 2022
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bivariate asymmetry measure
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dependence measure
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simplifying assumption
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smoothing
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tail-weighted dependence
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vine
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