Affiliation:
1. Department of Economics; University of California, San Diego; La Jolla CA USA
Subject
Applied Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability
Reference47 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics and Economics,2009
2. Dynamic copula-based Markov time series;Abegaz;Communications in Statistics - Theory and Methods,2008
3. Beyond simplified pair-copula constructions;Acar;Journal of Multivariate Analysis,2012
4. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Annals of Mathematics and Artificial Intelligence,2001
5. Vines - a new graphical model for dependent random variables;Bedford;Annals of Statistics,2002
Cited by
38 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