Optimal Truncation of Vines

Research output: Chapter in Book/Conference proceedings/Edited volume › Chapter › Scientific

Original language	English
Title of host publication	Dependence Modeling. Vine Copula Handbook
Editors	D Kurowicka, H Joe
Place of Publication	Singapore
Publisher	World Scientific Publishing
Pages	233-247
Number of pages	368
ISBN (Print)	978-981-4299-87-9
Publication status	Published - 2011

Keywords

@inbook{aa8f3e0ad86d4936bc67860f71be09b8,

title = "Optimal Truncation of Vines",

keywords = "Boekdeel internat.wet",

author = "D Kurowicka",

year = "2011",

language = "English",

isbn = "978-981-4299-87-9",

pages = "233--247",

editor = "D Kurowicka and H Joe",

booktitle = "Dependence Modeling. Vine Copula Handbook",

publisher = "World Scientific Publishing",

address = "Singapore",

}