Bayesian model selection for D-vine pair-copula constructions
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Cites work
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Cited in
(31)- SCOMDY models based on pair-copula constructions with application to exchange rates
- Nonparametric estimation of pair-copula constructions with the empirical pair-copula
- Specification of informative prior distributions for multinomial models using vine copulas
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- Model selection for discrete regular vine copulas
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