Comparing Regular Vine Copula Models

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

Abstract

In this chapter, we want to compare the fit of two or more regular vine copula specifications for a given copula data set.

Original languageEnglish
Title of host publicationLecture Notes in Statistics
PublisherSpringer Science and Business Media, LLC
Pages173-184
Number of pages12
DOIs
StatePublished - 2019

Publication series

NameLecture Notes in Statistics
Volume222
ISSN (Print)0930-0325
ISSN (Electronic)2197-7186

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