Abstract
In this chapter, we want to compare the fit of two or more regular vine copula specifications for a given copula data set.
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Czado, C. (2019). Comparing Regular Vine Copula Models. In: Analyzing Dependent Data with Vine Copulas. Lecture Notes in Statistics, vol 222. Springer, Cham. https://doi.org/10.1007/978-3-030-13785-4_9
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DOI: https://doi.org/10.1007/978-3-030-13785-4_9
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