Bivariate Contours of Copula

DOI10.1080/03610910008813608zbMath0968.62517OpenAlexW2021369044MaRDI QIDQ4490153

Abderrahmane Chakak, M. Ezzerg

Publication date: 10 July 2000

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910008813608

zbMATH Keywords

copulasimulationbivariate quantile function

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items

On multivariate extensions of value-at-risk ⋮ Hierarchical Kendall copulas: Properties and inference ⋮ On the multivariate probability integral transformation ⋮ On multivariate extensions of conditional-tail-expectation ⋮ ON SOME PROPERTIES OF TWO VECTOR-VALUED VAR AND CTE MULTIVARIATE RISK MEASURES FOR ARCHIMEDEAN COPULAS

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