Browsing TD-Ciencias by Author "Carera Soto, Diana María"
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Contributions to Vine-Copula Modeling
Carera Soto, Diana María (2022-04-04)Regular vine-copula models (R-vines) are a powerful statistical tool for modeling thedependence structure of multivariate distribution functions. In particular, they allow modelingdierent types of dependencies among random ...