Model distances for vine copulas in high dimensions
From MaRDI portal
Publication:1702012
DOI10.1007/s11222-017-9733-yzbMath1384.62168arXiv1510.03671OpenAlexW2341311006MaRDI QIDQ1702012
Daniel Kraus, Claudia Czado, Matthias Killiches
Publication date: 27 February 2018
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1510.03671
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Cites Work
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