Nonparametric estimation of simplified vine copula models: comparison of methods
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Publication:1616352
DOI10.1515/demo-2017-0007zbMath1404.62034arXiv1701.00845OpenAlexW3099790688MaRDI QIDQ1616352
Claudia Czado, Christian Schellhase, Thomas Nagler
Publication date: 1 November 2018
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1701.00845
Density estimation (62G07) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Cites Work
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