A flexible and tractable class of one-factor copulas
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Publication:340843
DOI10.1007/S11222-015-9580-7zbMath1505.62281OpenAlexW2184119903MaRDI QIDQ340843
Florence Forbes, Gildas Mazo, Stéphane Girard
Publication date: 15 November 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9580-7
Computational methods for problems pertaining to statistics (62-08) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)
Related Items (4)
A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models ⋮ Weighted least-squares inference for multivariate copulas based on dependence coefficients ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Copulas Based on Marshall–Olkin Machinery
Uses Software
Cites Work
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