Copula Structure Analysis (Q2920266)

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Copula Structure Analysis
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    title
    Copula Structure Analysis (English)
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    author
    Claudia Klüppelberg
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    Gabriel Kuhn
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    publication date
    25 October 2012
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    Mathematics Subject Classification ID
    62H20
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    62H25
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    62H05
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    65C60
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    62H12
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    62P05
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    zbMATH DE Number
    6098621
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    zbMATH Keywords
    correlation structure analysis
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    covariance structure analysis
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    dimension reduction
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    elliptical copulas
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    factor analysis
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    Kendall's \(\tau\)
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