Author:
Lü Tian-Jian,Tang Xiao-Song,Li Dian-Qing,Qi Xiao-Hui
Funder
National Key R&D Program of China
National Natural Science Foundation of China
Fundamental Research Funds for the Central Universities
Subject
Computer Science Applications,Geotechnical Engineering and Engineering Geology
Reference34 articles.
1. A new look at the statistical model identification;Akaike;IEEE Trans Autom Control,1974
2. Pair-copula constructions of multiple dependence;Aas;Insurance: Math Econ,2009
3. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Ann Math Artif Intell,2001
4. Vines – a new graphical model for dependent random variables;Bedford;Ann Stat,2002
5. Risk management with high-dimensional vine copulas: an analysis of the Euro Stoxx 50;Brechmann;Stat Risk Model,2013
Cited by
44 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献