Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890): Difference between revisions

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Latest revision as of 03:01, 21 July 2024

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Rank-based inference tools for copula regression, with property and casualty insurance applications
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    Rank-based inference tools for copula regression, with property and casualty insurance applications (English)
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    28 November 2019
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    empirical copula process
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    goodness-of-fit test
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    inversion of Kendall's tau
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    maximum pseudo-likelihood
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    residuals
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    weak convergence
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