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"Truncation of vine copulas using fit indices."

Eike C. Brechmann, Harry Joe (2015)

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DOI: 10.1016/J.JMVA.2015.02.012

access: open

type: Journal Article

metadata version: 2021-02-17

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  - journals/ma/BrechmannJ15
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  - https://dblp.org/rec/journals/ma/BrechmannJ15
Eike C. Brechmann, Harry Joe:
Truncation of vine copulas using fit indices. J. Multivar. Anal. 138: 19-33 (2015)

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