Beyond simplified pair-copula constructions (Q443776): Difference between revisions
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Property / author: Christian Genest / rank | |||
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Property / author: Johanna G. Nešlehová / rank | |||
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Property / Mathematics Subject Classification ID: 62H05 / rank | |||
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Property / Mathematics Subject Classification ID: 62H20 / rank | |||
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Property / Mathematics Subject Classification ID: 62H12 / rank | |||
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Property / Mathematics Subject Classification ID: 62F12 / rank | |||
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Property / zbMATH DE Number: 6065049 / rank | |||
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conditional copulas | |||
Property / zbMATH Keywords: conditional copulas / rank | |||
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Kendall's tau | |||
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local likelihood | |||
Property / zbMATH Keywords: local likelihood / rank | |||
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ranks | |||
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vines | |||
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Revision as of 01:40, 30 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Beyond simplified pair-copula constructions |
scientific article |
Statements
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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