[Aas et al., ]
Aas, K., Czado, C., Frigessi, A., and Bakken, H. Pair-copula constructions of multiple dependence. [ bib | .pdf ]
[Dißmann et al., 2013]
Dißmann, J., Brechmann, E., Czado, C., and Kurowicka, D. (2013). Selecting and estimating regular vine copulae and application to financial returns. Computational Statistics and Data Analysis, 59:52–69. [ bib | .pdf ]
[Joe, 1996]
Joe, H. (1996). Families of m-variate distributions with given margins and m(m-1)/2 bivariate dependence parameters, volume 28 of Lecture Notes-Monograph Series, pages 120-141. Institute of Mathematical Statistics, Hayward, CA. [ bib | DOI | http ]

This file was generated by bibtex2html 1.97.