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"Model distances for vine copulas in high dimensions."

Matthias Killiches, Daniel Kraus, Claudia Czado (2018)

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DOI: 10.1007/S11222-017-9733-Y

access: closed

type: Journal Article

metadata version: 2020-03-25

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  - journals/sac/KillichesKC18
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  - https://dblp.org/rec/journals/sac/KillichesKC18
Matthias Killiches, Daniel Kraus, Claudia Czado:
Model distances for vine copulas in high dimensions. Stat. Comput. 28(2): 323-341 (2018)

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