- 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
- BibTeX