TY - CHAP
T1 - Simulating Regular Vine Copulas and Distributions
AU - Czado, Claudia
N1 - Publisher Copyright:
© 2019, Springer Nature Switzerland AG.
PY - 2019
Y1 - 2019
N2 - For simulation from a d-dimensional distribution function F1,...,d with conditional distribution functions Fj|1,…,j-1(· | x1, …, xj-1) and their inverses Fj|1,⋯,j-1-1(·|x1,…,xj-1) for j= 2, …, d we can use iterative inverse probability transformations.
AB - For simulation from a d-dimensional distribution function F1,...,d with conditional distribution functions Fj|1,…,j-1(· | x1, …, xj-1) and their inverses Fj|1,⋯,j-1-1(·|x1,…,xj-1) for j= 2, …, d we can use iterative inverse probability transformations.
UR - http://www.scopus.com/inward/record.url?scp=85065764789&partnerID=8YFLogxK
U2 - 10.1007/978-3-030-13785-4_6
DO - 10.1007/978-3-030-13785-4_6
M3 - Chapter
AN - SCOPUS:85065764789
T3 - Lecture Notes in Statistics
SP - 123
EP - 144
BT - Lecture Notes in Statistics
PB - Springer Science and Business Media, LLC
ER -