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Title:

Simplified vine copula models: Approximations based on the simplifying assumption

Document type:
Zeitschriftenaufsatz
Author(s):
Spanhel, Fabian; Kurz, Malte S.
Non-TUM Co-author(s):
ja
Cooperation:
national
Intellectual Contribution:
Discipline-based Research
Journal title:
Electronic Journal of Statistics
Journal listet in FT50 ranking:
nein
Year:
2019
Journal volume:
13
Journal issue:
1
Reviewed:
ja
Fulltext / DOI:
doi:10.1214/19-ejs1547
Publisher:
Institute of Mathematical Statistics
E-ISSN:
1935-7524
Date of publication:
01.01.2019
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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