Prediction based on conditional distributions of vine copulas

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  1. Department of Statistics
  2. Prediction based on conditional distributions of vine copulas

Prediction based on conditional distributions of vine copulas

TitlePrediction based on conditional distributions of vine copulas
Publication TypeJournal Article
Year of Publication2019
AuthorsChang, B, Joe, H
JournalComputational Statistics & Data Analysis
Volume139
Pagination45–63