Model selection for discrete regular vine copulas

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Model selection for discrete regular vine copulas

TitleModel selection for discrete regular vine copulas
Publication TypeJournal Article
Year of Publication2017
AuthorsPanagiotelis, A, Czado, C, Joe, H, Stoeber, J
JournalCOMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume106
Pagination138-152
Date PublishedFEB
ISSN0167-9473
DOI10.1016/j.csda.2016.09.007