Vine copulas as a way to describe and analyze multi-variate dependence in econometrics: Computational motivation and comparison with Bayesian networks and fuzzy approaches
In the last decade, vine copulas emerged as a new efficient techniques for describing and analyzing multi-variate dependence in econometrics; see, e.g., [1, 2, 3, 7, 9, 10, 11, 13, 14, 21]. Our experience has shown, however, that while these techniques have been successfully applied to many practica...
محفوظ في:
| المؤلفون الرئيسيون: | , , , |
|---|---|
| التنسيق: | Book Series |
| منشور في: |
2018
|
| الوصول للمادة أونلاين: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897859595&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/45633 |
| الوسوم: |
إضافة وسم
لا توجد وسوم, كن أول من يضع وسما على هذه التسجيلة!
|