Testing the simplifying assumption in high-dimensional vine copulas (Q90995): Difference between revisions
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| Property / DOI: 10.1214/22-EJS2051 / rank | |||||||||||||||
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18 October 2022
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| Property / publication date: 18 October 2022 / rank | |||||||||||||||
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| Property / author | |||||||||||||||
| Property / author: Malte S. Kurz / rank | |||||||||||||||
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| Property / author: Fabian Spanhel / rank | |||||||||||||||
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Testing the simplifying assumption in high-dimensional vine copulas (English) | |||||||||||||||
| Property / title: Testing the simplifying assumption in high-dimensional vine copulas (English) / rank | |||||||||||||||
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| Property / full work available at URL: https://arxiv.org/abs/1706.02338 / rank | |||||||||||||||
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| Property / full work available at URL | |||||||||||||||
| Property / full work available at URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-16/issue-2/Testing-the-simplifying-assumption-in-high-dimensional-vine-copulas/10.1214/22-EJS2051.full / rank | |||||||||||||||
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| Property / Mathematics Subject Classification ID | |||||||||||||||
| Property / Mathematics Subject Classification ID: 62-XX / rank | |||||||||||||||
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| Property / zbMATH DE Number | |||||||||||||||
| Property / zbMATH DE Number: 7603107 / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
conditional copula | |||||||||||||||
| Property / zbMATH Keywords: conditional copula / rank | |||||||||||||||
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pair-copula construction | |||||||||||||||
| Property / zbMATH Keywords: pair-copula construction / rank | |||||||||||||||
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partial vine copula | |||||||||||||||
| Property / zbMATH Keywords: partial vine copula / rank | |||||||||||||||
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simplifying assumption | |||||||||||||||
| Property / zbMATH Keywords: simplifying assumption / rank | |||||||||||||||
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test for constant conditional correlation | |||||||||||||||
| Property / zbMATH Keywords: test for constant conditional correlation / rank | |||||||||||||||
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| Property / zbMATH Keywords | |||||||||||||||
vine copula | |||||||||||||||
| Property / zbMATH Keywords: vine copula / rank | |||||||||||||||
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Revision as of 07:32, 31 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the simplifying assumption in high-dimensional vine copulas |
scientific article |
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1 January 2022
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18 October 2022
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Testing the simplifying assumption in high-dimensional vine copulas (English)
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conditional copula
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pair-copula construction
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partial vine copula
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simplifying assumption
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test for constant conditional correlation
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vine copula
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