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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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