Export 2 results:
Filters: Keyword is D-vine  [Clear All Filters]
Panagiotelis, A., Czado, C. & Joe, H., 2012. Pair copula constructions for multivariate discrete data. Journal of the American Statistical Association, 107, pp.1063-1072.
Joe, H., Li, H. & Nikoloulopoulos, A.K., 2010. Tail dependence functions and vine copulas. Journal of Multivariate Analysis, 101, pp.252-270.