EBICOP: ensemble bivariate copulas for modeling multivariate cyber data breach risks

DOI10.1214/24-AOAS1972MaRDI QIDQ6965906zbMATH OpenFDO

Authors Yijia Li, Maochao Xu, Peng Zhao, Taizhong Hu

Publication date 30 June 2025

Published in The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL https://www.projecteuclid.org/journals/annals-of-applied-statistics/volume-19/issue-1/EBiCop-Ensemble-bivariate-copulas-for-modeling-multivariate-cyber-data/10.1214/24-AOAS1972.full

zbMATH Keywords

CRPSheavy tailLorenz curvevine copula

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Computer security (68M25)

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Cited in

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• EBICOP: ensemble bivariate copulas for modeling multivariate cyber data breach risks

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