A new class of copula regression models for modelling multivariate heavy-tailed data (Q2138631)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new class of copula regression models for modelling multivariate heavy-tailed data |
scientific article |
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A new class of copula regression models for modelling multivariate heavy-tailed data (English)
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12 May 2022
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MGL copula
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MGB2 copula
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exchangeable and asymmetric dependency
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extreme-value copula
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copula regression
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