Dependence comparisons of vine copulae in four or more variables

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Dependence comparisons of vine copulae in four or more variables

TitleDependence comparisons of vine copulae in four or more variables
Publication TypeBook Chapter
Year of Publication2011
AuthorsJoe, H
EditorKurowicka, D, Joe, H
Book TitleDependence Modeling: Vine Copula Handbook
Chapter7
Pagination139–164
PublisherWorld Scientific
CitySingapore
DOI10.1142/9789814299886_0007