Beyond simplified pair-copula constructions (Q443776)
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scientific article; zbMATH DE number 6065049
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Beyond simplified pair-copula constructions |
scientific article; zbMATH DE number 6065049 |
Statements
Beyond simplified pair-copula constructions (English)
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13 August 2012
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conditional copulas
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Kendall's tau
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local likelihood
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ranks
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vines
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0.90947687625885
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0.8953431844711304
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0.8319841027259827
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0.8281109929084778
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0.827785313129425
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