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Publisher : de gruyter Subject : applied mathematics فلترة بواسطة : موضوع

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Transformation of a copula using the associated co-copula

Authors : Stéphane Girard;

Subjects: Statistics and Probability; Science (General); Applied Mathematics

Source: Dependence Modeling, Vol 6, Iss 1, Pp 298-308 (2018)Dependence ModelingDependence Modeling, De Gruyter, 2018, 6 (1), pp.298-308.

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On an asymmetric extension of multivariate Archimedean copulas based on quadratic form

Authors : Elena Di Bernardino; Didier Rullière;

Subjects: Statistics and Probability; Pure mathematics; Multivariate statistics

Source: Dependence Modeling, Vol 4, Iss 1 (2016)Dependence ModelingDependence Modeling, De Gruyter, 2016, Special Issue: Recent Developments in Quantitative Risk

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