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A general construction of multivariate dependence structures with nonmonotone mappings and its applications - MaRDI portal

A general construction of multivariate dependence structures with nonmonotone mappings and its applications (Q6579150)

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scientific article; zbMATH DE number 7887302
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English
A general construction of multivariate dependence structures with nonmonotone mappings and its applications
scientific article; zbMATH DE number 7887302

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    A general construction of multivariate dependence structures with nonmonotone mappings and its applications (English)
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    25 July 2024
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    semiparametric inference
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    tail asymmetry
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    tail dependence
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    uniform-to-uniform transformations
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    V- and squared copulas
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