Testing the simplifying assumption in high-dimensional vine copulas (Q90995): Difference between revisions
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Revision as of 22:05, 22 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing the simplifying assumption in high-dimensional vine copulas |
scientific article |
Statements
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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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