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Property / author: Christian Genest / rank
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Property / author: Johanna G. Nešlehová / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2012.02.001 / rank
 
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Property / OpenAlex ID: W2080936878 / rank
 
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Latest revision as of 13:52, 5 July 2024

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Beyond simplified pair-copula constructions
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    Beyond simplified pair-copula constructions (English)
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    13 August 2012
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    conditional copulas
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    Kendall's tau
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    local likelihood
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    ranks
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    vines
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