Dependence properties of conditional distributions of some copula models (Q1617331)
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scientific article; zbMATH DE number 6974947
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| English | Dependence properties of conditional distributions of some copula models |
scientific article; zbMATH DE number 6974947 |
Statements
Dependence properties of conditional distributions of some copula models (English)
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8 November 2018
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factor model
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Markov tree
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mixture of conditional distributions
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positive dependence
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stochastically increasing
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total positivity of order 2
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vine
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0.8092664480209351
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0.7993572354316711
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0.7727550864219666
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0.772152841091156
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0.7667269110679626
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