Rank-based inference tools for copula regression, with property and casualty insurance applications (Q2010890)
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English | 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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