Simplified pair copula constructions—Limitations and extensions
Stöber, Jakob, Joe, Harry, Czado, ClaudiaVolume:
119
Language:
english
Journal:
Journal of Multivariate Analysis
DOI:
10.1016/j.jmva.2013.04.014
Date:
August, 2013
File:
PDF, 343 KB
english, 2013