Pitfalls in modelling dependence structures : explorations with copulas
Year of publication: |
2009
|
---|---|
Authors: | Trivedi, Pravin K. ; Zimmer, David M. |
Published in: |
The methodology and practice of econometrics : a Festschrift in honour of David F. Hendry. - Oxford [u.a.] : Oxford Univ. Press, ISBN 978-0-19-923719-7. - 2009, p. 149-172
|
Subject: | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Statistische Verteilung | Statistical distribution |
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