Univariate conditioning of vine copulas (Q2350041)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Univariate conditioning of vine copulas |
scientific article |
Statements
Univariate conditioning of vine copulas (English)
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18 June 2015
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conditional copula
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univariate conditioning
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truncation of the first variable
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tail dependence function
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vine copulas
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