Model distances for vine copulas in high dimensions (Q1702012)

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scientific article
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English
Model distances for vine copulas in high dimensions
scientific article

    Statements

    title
    Model distances for vine copulas in high dimensions (English)
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    author
    Matthias Killiches
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    Daniel Kraus
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    Claudia Czado
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    publication date
    27 February 2018
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    zbMATH Keywords
    vine copulas
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    model distances
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    Kullback-Leibler
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    Jeffreys distance
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    Monte Carlo integration
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    describes a project that uses
    CopulaModel
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    VineCopula
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    R
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    cites work
    Q4215355
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    Q4382161
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    Q3281461
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    Identifiers

    zbMATH DE Number
    6844369
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    OpenAlex ID
    W2341311006
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    arXiv ID
    1510.03671
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