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Title:

Testing the simplifying assumption in high-dimensional vine copulas

Document type:
Zeitschriftenaufsatz
Author(s):
Kurz, Malte S.; Spanhel, Fabian
Journal title:
Electronic Journal of Statistics
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:
01.01.2022
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