Truncation of vine copulas using fit indices (Q2350036)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Truncation of vine copulas using fit indices |
scientific article |
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Truncation of vine copulas using fit indices (English)
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18 June 2015
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vine copula
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truncated vine
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partial correlation
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fit index
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