Simplified vine copula models: approximations based on the simplifying assumption (Q2414491)
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English | Simplified vine copula models: approximations based on the simplifying assumption |
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Simplified vine copula models: approximations based on the simplifying assumption (English)
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17 May 2019
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vine copula
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pair-copula construction
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simplifying assumption
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partial vine copula
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conditional copula
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