The new family of Fisher copulas to model upper tail dependence and radial asymmetry: properties and application to high-dimensional rainfall data
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Publication:6625903
DOI10.1002/env.2494zbMATH Open1545.62762MaRDI QIDQ6625903
Jean-François Quessy, Anne-Catherine Favre, Marie-Hélène Toupin
Publication date: 28 October 2024
Published in: Environmetrics (Search for Journal in Brave)
Cites Work
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- Spatial modelling framework for the characterisation of rainfall extremes at different durations and under climate change
Related Items (2)
A general construction of multivariate dependence structures with nonmonotone mappings and its applications ⋮ Generalized simulated method-of-moments estimators for multivariate copulas
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