How simplifying and flexible is the simplifying assumption in pair-copula constructions -- analytic answers in dimension three and a glimpse beyond
From MaRDI portal
Publication:2044366
DOI10.1214/21-EJS1832zbMath1471.62359arXiv2006.06542WikidataQ114599190 ScholiaQ114599190MaRDI QIDQ2044366
Wolfgang Trutschnig, Thomas A. Mroz, Sebastian Fuchs
Publication date: 9 August 2021
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.06542
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Foundations and philosophical topics in statistics (62A01)
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