Dependence modeling with copulas (Q3190362)
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scientific article; zbMATH DE number 6345338
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Dependence modeling with copulas |
scientific article; zbMATH DE number 6345338 |
Statements
Dependence Modeling with Copulas (English)
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17 September 2014
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copulas
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dependence concepts
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likelihood methods
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simulation
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tail dependence
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vine copulas
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0.8779194355010986
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0.8151309490203857
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0.8138598203659058
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0.8124122023582458
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0.8002938032150269
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