Beyond simplified pair-copula constructions (Q443776)

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Beyond simplified pair-copula constructions
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    title
    Beyond simplified pair-copula constructions (English)
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    author
    Elif F. Acar
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    Christian Genest
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    Johanna G. Nešlehová
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    publication date
    13 August 2012
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    62H12
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    62F12
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    zbMATH DE Number
    6065049
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    zbMATH Keywords
    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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    Wikidata QID
    Q56865724
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