Model selection for discrete regular vine copulas
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Publication:1658513
DOI10.1016/j.csda.2016.09.007zbMath1466.62171OpenAlexW2525445790MaRDI QIDQ1658513
Claudia Czado, Anastasios Panagiotelis, Jakob Stöber, Joe, Harry
Publication date: 14 August 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2016.09.007
Computational methods for problems pertaining to statistics (62-08) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
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Uses Software
Cites Work
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