How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (Q2044366)
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scientific article
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| English | How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond |
scientific article |
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How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond (English)
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9 August 2021
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pair-copula construction
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simplifying assumption
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conditional distribution
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Markov kernel
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dependence
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0.855749785900116
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0.849494993686676
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0.8278998136520386
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0.8198540210723877
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0.8171585202217102
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