Killiches Matthias

Matthias Killiches

Information about the author Matthias Killiches will soon be added to the site.
Found 1 papers in total
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
Examination and visualisation of the simplifying assumption for vine copulas in three dimensions
2017
Vine copulas are a highly flexible class of dependence models, which are based on the...
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