Dependence comparisons of vine copulae in four or more variables

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  1. Department of Statistics
  2. Dependence comparisons of vine copulae in four or more variables

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