scientific article
From MaRDI portal
Publication:3566004
zbMath1192.91114MaRDI QIDQ3566004
Oana Purcaru, Ingrid Van Keilegom, Michel M. Denuit
Publication date: 7 June 2010
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Applications of statistics to actuarial sciences and financial mathematics (62P05) Measures of association (correlation, canonical correlation, etc.) (62H20) Censored data models (62N01) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (11)
Non‐parametric Copula Estimation Under Bivariate Censoring ⋮ Nonparametric bivariate distribution estimation using Bernstein polynomials under right censoring ⋮ On some new dependence models derived from multivariate collective models in insurance applications ⋮ On tests for symmetry and radial symmetry of bivariate copulas towards testing for ellipticity ⋮ A goodness-of-fit test for bivariate extreme-value copulas ⋮ Unnamed Item ⋮ Estimation and model selection of semiparametric multivariate survival functions under general censorship ⋮ Goodness-of-fit test for specification of semiparametric copula dependence models ⋮ Discussion: Statistical models and methods for dependence in insurance data ⋮ A diagnostic test for specification of copulas under censorship ⋮ Estimating the Probability of a Rare Event via Elliptical Copulas
This page was built for publication:
