A general construction of multivariate dependence structures with nonmonotone mappings and its applications

DOI10.1214/23-sts916MaRDI QIDQ6579150

Jean-François Quessy

Publication date: 25 July 2024

Published in: Statistical Science (Search for Journal in Brave)

zbMATH Keywords

tail dependencesemiparametric inferencetail asymmetryuniform-to-uniform transformationsV- and squared copulas

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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