Simplified pair copula constructions -- limitations and extensions

DOI10.1016/j.jmva.2013.04.014zbMath1277.62139arXiv1205.4844OpenAlexW2042523563WikidataQ56865725 ScholiaQ56865725MaRDI QIDQ391668

Jakob Stöber, Claudia Czado, Joe, Harry

Publication date: 10 January 2014

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1205.4844

zbMATH Keywords

conditional distributions Archimedean copulas elliptical copulas

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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Cites Work