Simplified pair copula constructions -- limitations and extensions (Q391668)

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Simplified pair copula constructions -- limitations and extensions
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    title
    Simplified pair copula constructions -- limitations and extensions (English)
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    author
    Jakob Stöber
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    Claudia Czado
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    Joe, Harry
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    publication date
    10 January 2014
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    62H10
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    zbMATH DE Number
    6244392
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    zbMATH Keywords
    Archimedean copulas
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    elliptical copulas
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    conditional distributions
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