Gaussian approximation of conditional elliptical copulas


Autoria(s): Hashorva E.; Jaworski P.
Data(s)

01/10/2012

Identificador

http://serval.unil.ch/?id=serval:BIB_73AC00E6840B

isbn:1095-7243 (print)

doi:10.1016/j.jmva.2012.04.017

Idioma(s)

en

Fonte

Journal of Multivariate Analysis, vol. 111, pp. 397-407

Tipo

info:eu-repo/semantics/article

article