Fabian Spanhel

From MaRDI portal
Person:334000


List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Testing the simplifying assumption in high-dimensional vine copulas
Electronic Journal of Statistics
2022-10-18Paper
Testing the simplifying assumption in high-dimensional vine copulas
Electronic Journal of Statistics
2022-01-01Paper
Simplified vine copula models: approximations based on the simplifying assumption
Electronic Journal of Statistics
2019-05-17Paper
Estimating non-simplified vine copulas using penalized splines
Statistics and Computing
2018-02-27Paper
The partial copula: properties and associated dependence measures
Statistics \& Probability Letters
2016-10-31Paper


Research outcomes over time


This page was built for person: Fabian Spanhel