Affiliation:
1. Department of Statistics; University of Manitoba; Winnipeg Manitoba, Canada R3T 2N2
Funder
Canadian Statistical Sciences Institute
Natural Sciences and Engineering Research Council of Canada
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference36 articles.
1. Pair-copula constructions of multiple dependence;Aas;Insurance: Mathematics and Economics,2009
2. Dependence calibration in conditional copulas: A nonparametric approach;Acar;Biometrics,2011
3. A new look at the statistical model identification;Akaike;IEEE Transactions on Automatic Control,1974
4. Vines-A new graphical model for dependent random variables;Bedford;The Annals of Statistics,2002
5. Copula goodness-of-fit testing: An overview and power comparison;Berg;European Journal of Finance,2009
Cited by
3 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