Zobrazeno 1 - 10
of 31
pro vyhledávání: '"empirical checkerboard copula"'
Autor:
Lu Lu, Sujit Ghosh
Publikováno v:
Mathematics, Vol 11, Iss 20, p 4383 (2023)
In the fields of finance, insurance, system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula. The copula models with parametric assumptions are easy to estimat
Externí odkaz:
https://doaj.org/article/42516df409e640b889421ea25183bd27
Akademický článek
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Autor:
Benevento, Alessia1 (AUTHOR) alessia.benevento@unisalento.it, Durante, Fabrizio1 (AUTHOR) fabrizio.durante@unisalento.it
Publikováno v:
Mathematics (2227-7390). Jan2024, Vol. 12 Issue 1, p67. 15p.
Autor:
Genest, Christian1 christian.genest@mcgill.ca, Nešlehová, Johanna G.1 johanna.neslehova@mcgill.ca, Rémillard, Bruno2 bruno.remillard@hec.ca
Publikováno v:
Journal of Multivariate Analysis. Jul2017, Vol. 159, p82-110. 29p.
Autor:
Größer, Joshua1 (AUTHOR), Okhrin, Ostap1 (AUTHOR) ostap.okhrin@tu-dresden.de
Publikováno v:
WIREs: Computational Statistics. May2022, Vol. 14 Issue 3, p1-22. 22p.
Autor:
Lu, Lu, Ghosh, Sujit
In the field of finance, insurance, and system reliability, etc., it is often of interest to measure the dependence among variables by modeling a multivariate distribution using a copula. The copula models with parametric assumptions are easy to esti
Externí odkaz:
http://arxiv.org/abs/2112.10351
Autor:
Lyu, Guanjie, Belalia, Mohamed
Publikováno v:
Statistics & Computing; Dec2023, Vol. 33 Issue 6, p1-16, 16p
Autor:
Hanusch, Maximilian, He, Xie, Janssen, Stefan, Selke, Julian, Trutschnig, Wolfgang, Junker, Robert R.
Publikováno v:
Ecosystems; Dec2023, Vol. 26 Issue 8, p1819-1840, 22p
Publikováno v:
Risk Management (14603799); Sep2023, Vol. 25 Issue 3, p1-26, 26p
Autor:
Segers, Johan1 johan.segers@uclouvain.be, Sibuya, Masaaki2 sibuyam@1986.jukuin.keio.ac.jp, Tsukahara, Hideatsu3 tsukahar@seijo.ac.jp
Publikováno v:
Journal of Multivariate Analysis. Mar2017, Vol. 155, p35-51. 17p.