Copula diagnostics for asymmetries and conditional dependence
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Publication:5037090
DOI10.1080/02664763.2019.1685080MaRDI QIDQ5037090
Publication date: 25 February 2022
Published in: Journal of Applied Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02664763.2019.1685080
smoothing; dependence measure; vine; simplifying assumption; tail-weighted dependence; bivariate asymmetry measure
62Pxx: Applications of statistics
Uses Software