scientific article; zbMATH DE number 1894337
From MaRDI portal
Publication:4801536
zbMath1065.62099MaRDI QIDQ4801536
Publication date: 2001
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
Related Items (7)
Inference for Archimax copulas ⋮ A flexible Clayton-like spatial copula with application to bounded support data ⋮ An asymptotic characterization of hidden tail credit risk with actuarial applications ⋮ \(H\)-extendible copulas ⋮ The class of multivariate max-id copulas with \(\ell_{1}\)-norm symmetric exponent measure ⋮ Comments on: Inference in multivariate Archimedean copula models ⋮ Tail negative dependence and its applications for aggregate loss modeling
This page was built for publication:
