Model selection for discrete regular vine copulas

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  1. Department of Statistics
  2. Model selection for discrete regular vine copulas

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