Selection of Vine Copulas
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Publication:2849522
DOI10.1007/978-3-642-35407-6_2zbMath1273.62110MaRDI QIDQ2849522
Claudia Czado, Lutz F. Gruber, Eike Christian Brechmann
Publication date: 20 September 2013
Published in: Copulae in Mathematical and Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/978-3-642-35407-6_2
62H12: Estimation in multivariate analysis
62F15: Bayesian inference
62H05: Characterization and structure theory for multivariate probability distributions; copulas
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Uses Software
Cites Work
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