VineCopula (Q20170): Difference between revisions

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description / endescription / en
 
Statistical Inference of Vine Copulas
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19 January 2023
Timestamp+2023-01-19T00:00:00Z
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2.4.5
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publication date: 19 January 2023
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Property / author: Thomas Nagler / rank
 
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Property / author: Ulf Schepsmeier / rank
 
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Property / author: Jakob Stoeber / rank
 
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Property / author: Eike Christian Brechmann / rank
 
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Property / author: Benedikt Graeler / rank
 
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Property / author: Tobias Erhardt / rank
 
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Property / maintained by: Thomas Nagler / rank
 
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edition/version: expanded from: GPL (≥ 2) (English)
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Property / cites work: Pair-copula constructions of multiple dependence / rank
 
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Property / cites work: Selecting and estimating regular vine copulae and application to financial returns / rank
 
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point in time: +2023-07-20T08:13:40Z
Timestamp+2023-07-20T08:13:40Z
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Revision as of 11:11, 25 October 2023

Statistical Inference of Vine Copulas
Language Label Description Also known as
English
VineCopula
Statistical Inference of Vine Copulas

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    19 January 2023
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    2.4.5
    19 January 2023
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