Copulas: A Review and Recent Developments
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Publication:3424143
DOI10.1080/15326340600878206zbMath1120.60006OpenAlexW2074511911MaRDI QIDQ3424143
Ulisses U. dos Anjos, Nikolai Kolev, Beatriz Vaz de Melo Mendes
Publication date: 15 February 2007
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340600878206
simulationdependence measuresquasi-copulasquantile risk measuresmultivariate marginalslocal dependenceKendall distributioncopula theorysurvival copulascopula representationlife modellingnormal asymptoticorder statistics copulapseudo-conditional copulas
Factor analysis and principal components; correspondence analysis (62H25) Estimation in multivariate analysis (62H12) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Order statistics; empirical distribution functions (62G30) Statistics of extreme values; tail inference (62G32) Probability distributions: general theory (60E05)
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Uses Software
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