Vine copula approximation: a generic method for coping with conditional dependence
Crossref DOI link: https://doi.org/10.1007/s11222-017-9727-9
Published Online: 2017-01-31
Published Print: 2018-01
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Zhang, Mimi http://orcid.org/0000-0002-3807-297X
Bedford, Tim
Funding for this research was provided by:
University of Strathclyde
License valid from 2017-01-31