De copulis non est disputandum. Copulae: an overview
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Publication:1635006
DOI10.1007/s10182-009-0118-1zbMath1443.62134OpenAlexW1560527582MaRDI QIDQ1635006
Ostap Okhrin, Wolfgang Karl Härdle
Publication date: 18 December 2018
Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10182-009-0118-1
Nonparametric hypothesis testing (62G10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Research exposition (monographs, survey articles) pertaining to statistics (62-02)
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