Simplified vine copula models: Approximations based on the simplifying assumption

Fabian Spanhel, Malte S. Kurz

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DOI: 10.1214/19-ejs1547
Published: 2019-01-01
Container: Electronic Journal of Statistics
Publisher: Institute of Mathematical Statistics
Open access: unknown

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Cite this work

BibTeX

@article{allodium:10.1214/19-ejs1547,
  title = {Simplified vine copula models: Approximations based on the simplifying assumption},
  author = {Fabian Spanhel and Malte S. Kurz},
  year = {2019},
  journal = {Electronic Journal of Statistics},
  doi = {10.1214/19-ejs1547},
  url = {https://doi.org/10.1214/19-ejs1547}
}

RIS

TY  - JOUR
TI  - Simplified vine copula models: Approximations based on the simplifying assumption
AU  - Fabian Spanhel
AU  - Malte S. Kurz
PY  - 2019
JO  - Electronic Journal of Statistics
DO  - 10.1214/19-ejs1547
UR  - https://doi.org/10.1214/19-ejs1547
ER  -

APA

Spanhel, F., & Kurz, M. S. (2019). Simplified vine copula models: Approximations based on the simplifying assumption. Electronic Journal of Statistics. https://doi.org/10.1214/19-ejs1547

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crossref · retrieved 2026-09-24T21:36:30.726Z