Model distances for vine copulas in high dimensions
Crossref DOI link: https://doi.org/10.1007/s11222-017-9733-y
Published Online: 2017-02-11
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Killiches, Matthias
Kraus, Daniel
Czado, Claudia
License valid from 2017-02-11