Copula diagnostics for asymmetries and conditional dependence (Q5037090): Difference between revisions

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scientific article; zbMATH DE number 7481495
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English
Copula diagnostics for asymmetries and conditional dependence
scientific article; zbMATH DE number 7481495

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    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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