Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890)
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scientific article; zbMATH DE number 7138024
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Rank-based inference tools for copula regression, with property and casualty insurance applications |
scientific article; zbMATH DE number 7138024 |
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Rank-based inference tools for copula regression, with property and casualty insurance applications (English)
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28 November 2019
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empirical copula process
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goodness-of-fit test
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inversion of Kendall's tau
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maximum pseudo-likelihood
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residuals
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weak convergence
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0.9048205
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0.90105796
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0.8941941
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0.88510394
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0.87059367
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0.8675442
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0.86707217
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0.86639524
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