Rank-based inference tools for copula regression, with property and casualty insurance applications
type: Item
instance of: scholarly article
title: Rank-based inference tools for copula regression, with property and casualty insurance applications
zbMATH Open document ID: 1427.91223
author: Marie-Pier Côté
author: Christian Genest
author: Marek Omelka
published in: Insurance Mathematics \& Economics
publication date: 2019-11-28T00:00:00Z
Mathematics Subject Classification ID: 91G05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 7138024
zbMATH Keywords: empirical copula process
zbMATH Keywords: goodness-of-fit test
zbMATH Keywords: inversion of Kendall's tau
zbMATH Keywords: maximum pseudo-likelihood
zbMATH Keywords: residuals
zbMATH Keywords: weak convergence
describes a project that uses: simsalapar
describes a project that uses: copula
describes a project that uses: R
describes a project that uses: gcmr
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2019.08.001
OpenAlex ID: W2971914912
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DOI: 10.1016/J.INSMATHECO.2019.08.001
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description: scientific article; zbMATH DE number 7138024