Univariate conditioning of vine copulas (Q2350041)

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Univariate conditioning of vine copulas
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    Statements

    title
    Univariate conditioning of vine copulas (English)
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    author
    Piotr Jaworski
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    publication date
    18 June 2015
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    zbMATH Keywords
    conditional copula
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    univariate conditioning
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    truncation of the first variable
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    tail dependence function
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    vine copulas
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62G32
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    62E20
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    60G70
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    zbMATH DE Number
    6447136
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    OpenAlex ID
    W2041311275
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