Selection of vine copulas (Q2849522)
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scientific article; zbMATH DE number 6210174
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selection of vine copulas |
scientific article; zbMATH DE number 6210174 |
Statements
Selection of Vine Copulas (English)
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20 September 2013
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multivariate copula models
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vine tree structures
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frequentist approach
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Bayesian approach
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0.8659001588821411
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0.8549461960792542
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0.852855384349823
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0.8463757634162903
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