Nonparametric estimation of simplified vine copula models: comparison of methods

Nagler T, Schellhase C, Czado C (2017)
Dependence Modeling 5(1): 99-120.

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Zeitschriftenaufsatz | Veröffentlicht | Englisch
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Erscheinungsjahr
Zeitschriftentitel
Dependence Modeling
Band
5
Zeitschriftennummer
1
Seite
99-120
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Nagler T, Schellhase C, Czado C. Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling. 2017;5(1):99-120.
Nagler, T., Schellhase, C., & Czado, C. (2017). Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling, 5(1), 99-120. doi:10.1515/demo-2017-0007
Nagler, T., Schellhase, C., and Czado, C. (2017). Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling 5, 99-120.
Nagler, T., Schellhase, C., & Czado, C., 2017. Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling, 5(1), p 99-120.
T. Nagler, C. Schellhase, and C. Czado, “Nonparametric estimation of simplified vine copula models: comparison of methods”, Dependence Modeling, vol. 5, 2017, pp. 99-120.
Nagler, T., Schellhase, C., Czado, C.: Nonparametric estimation of simplified vine copula models: comparison of methods. Dependence Modeling. 5, 99-120 (2017).
Nagler, Thomas, Schellhase, Christian, and Czado, Claudia. “Nonparametric estimation of simplified vine copula models: comparison of methods”. Dependence Modeling 5.1 (2017): 99-120.