Dependence Properties of Conditional Distributions of some Copula Models
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DOI: 10.1007/s11009-017-9544-9
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Cited by:
- Roger M. Cooke & Harry Joe & Bo Chang, 2020. "Vine copula regression for observational studies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 104(2), pages 141-167, June.
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Keywords
Factor model; Markov tree; Mixture of conditional distributions; Positive dependence; Stochastically increasing; Total positivity of order 2; Vine;All these keywords.
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