A generalized beta copula with applications in modeling multivariate long-tailed data (Q634014)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalized beta copula with applications in modeling multivariate long-tailed data |
scientific article |
Statements
A generalized beta copula with applications in modeling multivariate long-tailed data (English)
0 references
2 August 2011
0 references
copulas
0 references
non-elliptical asymmetric dependence
0 references
tail dependence
0 references
long-tail regression
0 references
additive model
0 references
0 references
