Truncation of vine copulas using fit indices (Q2350036)

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Truncation of vine copulas using fit indices
scientific article

    Statements

    title
    Truncation of vine copulas using fit indices (English)
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    author
    Joe, Harry
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    publication date
    18 June 2015
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    zbMATH Keywords
    vine copula
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    truncated vine
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    partial correlation
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    fit index
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    describes a project that uses
    QRM
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    CopulaModel
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    cites work
    Q3995960
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    Q3412547
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    Q4382161
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    Q5706744
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    Q3281461
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    62P05
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    zbMATH DE Number
    6447132
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    OpenAlex ID
    W2067121197
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