On the simplified pair-copula construction - Simply useful or too simplistic?

Journal of Multivariate Analysis

Volumn 101, Issue 5, 2010, Pages 1296-1310

  Hobæk Haff, Ingrid ^a,c   Aas, Kjersti ^a,c   Frigessi, Arnoldo ^b,c  

^a NORWEGIAN COMPUTING CENTER   (Norway)

^b UNIVERSITY OF OSLO   (Norway)

^c Statistics for Innovation (sfi)2   (Norway)

Author keywords

Copulae; Hierarchical structures; Multivariate distributions; Vines

Indexed keywords

EID: 77249111771     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2009.12.001     Document Type: Article

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