Multivariate distributions of correlated binary variables generated by pair-copulas (Q2040911)
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scientific article; zbMATH DE number 7371704
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| English | Multivariate distributions of correlated binary variables generated by pair-copulas |
scientific article; zbMATH DE number 7371704 |
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Multivariate distributions of correlated binary variables generated by pair-copulas (English)
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14 July 2021
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D-vine
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mutivariate binary distributions
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multivariate probit model
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pair-copulas
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0.8992623
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0.8961643
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0.8928299
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0.88809264
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0.88753676
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0.8863959
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