Pair-copula constructions of multiple dependence Kjersti Aas Claudia Czado Arnoldo Frigessi Henrik Bakken Publication details Publisher: Norsk Regnesentral Series: NR-notat (SAMBA/24/06) Year: 2006 Issue: SAMBA/24/06 Number of pages: 45 Kjersti Aas Research Director SAMBA Arnoldo Frigessi Scientific strategic advisor You are here: Home Publications Report Pair-copula constructions of multiple dependence
