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Title:

Testing the simplifying assumption in high-dimensional vine copulas

Document type:
Zeitschriftenaufsatz
Author(s):
Kurz, Malte S.; Spanhel, Fabian
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:
2022
Journal volume:
16
Journal issue:
2
Fulltext / DOI:
doi:10.1214/22-ejs2051
Publisher:
Institute of Mathematical Statistics
E-ISSN:
1935-7524
Date of publication:
06.10.2022
Judgement review:
0
Key publication:
Nein
Peer reviewed:
Ja
Commissioned:
not commissioned
Technology:
Nein
Interdisciplinarity:
Nein
Mission statement:
;
Ethics and Sustainability:
Nein
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