SPATIAL CHARACTERIZATION OF STOCHASTIC DEPENDENCE USING COPULAS

DOI10.17654/TS058010021zbMath1480.62085OpenAlexW3026184783MaRDI QIDQ5036023

Remi Guillaume Bagré, Vini Yves Bernadin Loyara, Diakarya Barro

Publication date: 23 February 2022

Published in: Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.17654/ts058010021

zbMATH Keywords

spatial dependencemax-stable processesdiagonal section of spatial copulasspatial copulas

Mathematics Subject Classification ID

Inference from spatial processes (62M30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (1)

FINITE ELEMENT METHOD USED TO APPROXIMATE BIVARIATE COPULAS WITH DIRICHLET NON HOMOGENEOUS CONDITION

Cites Work

• An introduction to copulas. Properties and applications
• Spatial tail dependence and survival stability in a class of Archimedean copulas
• MULTIVARIATE RISKS MODELING FOR FINANCIAL PORTFOLIO MANAGEMENT AND CLIMATE APPLICATIONS
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