How simplifying and flexible is the simplifying assumption in pair-copula constructions – analytic answers in dimension three and a glimpse beyond
Author:
Affiliation:
1. Department for Mathematics, University of Salzburg, Hellbrunnerstrasse 34, A-5020 Salzburg, Austria. Tel.: +43 662 8044 5326, Fax: +43 662 8044 137
Publisher
Institute of Mathematical Statistics
Subject
Statistics and Probability,Statistics, Probability and Uncertainty
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