Copula diagnostics for asymmetries and conditional dependence

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  1. Department of Statistics
  2. Copula diagnostics for asymmetries and conditional dependence

Copula diagnostics for asymmetries and conditional dependence

TitleCopula diagnostics for asymmetries and conditional dependence
Publication TypeJournal Article
Year of Publication2020
AuthorsChang, B, Joe, H
JournalJournal of Applied Statistics
Volume47
Pagination1587-1615
Date PublishedJUL 3
ISSN0266-4763
DOI10.1080/02664763.2019.1685080, Early Access Date = NOV 2019