On non-central squared copulas

DOI10.1016/J.SPL.2020.108704zbMath1440.62189OpenAlexW3005344341MaRDI QIDQ130005

Bouchra R. Nasri, Bouchra R. Nasri

Publication date: June 2020

Published in: Statistics & Probability Letters, Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2020.108704

zbMATH Keywords

tail behaviornon-centrality parameterschi-square copulasFisher copulanon-monotonic dependencesquared copulas

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (4)

Detecting departures from meta-ellipticity for multivariate stationary time series ⋮ CopulaInference ⋮ NCSCopula ⋮ Tests of serial dependence for multivariate time series with arbitrary distributions

Uses Software

• CDVine
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Cites Work

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• Semi-parametric copula-based models under non-stationarity
• On the family of multivariate chi-square copulas
• High-dimensional copula-based distributions with mixed frequency data
• An introduction to copulas.
• The t Copula and Related Copulas
• Inferences on the Association Parameter in Copula Models for Bivariate Survival Data
• A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
• Some Comments on Copula-Based Regression

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