نتائج البحث

Tests of multivariate copula exchangeability based on Lévy measures.

• Authors : Bahraoui, Tarik¹ (AUTHOR); Quessy, Jean‐François¹ (AUTHOR)

• Source: Scandinavian Journal of Statistics. Sep2022, Vol. 49 Issue 3, p1215-1243. 29p.

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ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS.

• Authors : Genest, Christian; Nešlehová, Johanna; Ben Ghorbal, Noomen

• Source: Australian & New Zealand Journal of Statistics. Jun2011, Vol. 53 Issue 2, p157-177. 21p.

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A new copula regression model for hierarchical data.

• Authors : Akpo, Talagbe Gabin¹ (AUTHOR); Rivest, Louis‐Paul² (AUTHOR)

• Source: Canadian Journal of Statistics. Mar2025, Vol. 53 Issue 1, p1-19. 19p.

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Frequency of compound hot–dry weather extremes has significantly increased in Australia since 1889.

• Source: Journal of Agronomy & Crop Science. Dec2022, Vol. 208 Issue 6, p941-955. 15p.

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Estimation of the Value at Risk Using the Stochastic Approach of Taylor Formula.

• Authors : Loyara, Vini Yves Bernadin¹ (AUTHOR); Guillaume Bagré, Remi² (AUTHOR); Barro, Diakarya³ (AUTHOR)

• Source: International Journal of Mathematics & Mathematical Sciences. 1/22/2020, p1-8. 8p.

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A general approach to generate random variates for multivariate copulae.

• Authors : Tajvidi, N.¹ ; Turlach, B. A.²

• Source: Australian & New Zealand Journal of Statistics. Mar2018, Vol. 60 Issue 1, p140-155. 16p.

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Vine Copula Specifications for Stationary Multivariate Markov Chains.

• Authors : Beare, Brendan K.¹; Seo, Juwon¹

• Source: Journal of Time Series Analysis. Mar2015, Vol. 36 Issue 2, p228-246. 19p.

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Truncated regular vines in high dimensions with application to financial data.

• Authors : Brechmann, E. C.¹; Czado, C.¹; Aas, K.²

• Source: Canadian Journal of Statistics. Mar2012, Vol. 40 Issue 1, p68-85. 18p. 3 Diagrams, 6 Charts.

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Hierarchical Kendall copulas: Properties and inference.

• Authors : Brechmann, Eike Christian¹

• Source: Canadian Journal of Statistics. Mar2014, Vol. 42 Issue 1, p78-108. 31p.

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