“Understanding Relationships Using Copulas,” Edward Frees and Emiliano Valdez, January 1998

DOI10.1080/10920277.1999.10595785zbMath1082.62545OpenAlexW2107832561MaRDI QIDQ5718348

Shaun S. Wang

Publication date: 13 January 2006

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.1999.10595785

Mathematics Subject Classification ID

Multivariate analysis (62H99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• A distribution-free approach to inducing rank correlation among input variables
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