Testing the simplifying assumption in high-dimensional vine copulas (Q90995)
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scientific article; zbMATH DE number 7603107
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| English | Testing the simplifying assumption in high-dimensional vine copulas |
scientific article; zbMATH DE number 7603107 |
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1 January 2022
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18 October 2022
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Testing the simplifying assumption in high-dimensional vine copulas (English)
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conditional copula
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pair-copula construction
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partial vine copula
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simplifying assumption
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test for constant conditional correlation
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vine copula
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