Model selection for discrete regular vine copulas

DOI10.1016/j.csda.2016.09.007zbMath1466.62171MaRDI QIDQ1658513

Anastasios Panagiotelis, Joe, Harry, Claudia Czado, Jakob Stöber

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

zbMATH Keywords

model selection; count data; tail dependence; tail asymmetry

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H05: Characterization and structure theory for multivariate probability distributions; copulas

Uses Software

• CopulaModel