A closed-form universal trivariate pair-copula

DOI10.1186/2195-5832-1-7zbMath1357.62074OpenAlexW2096713213WikidataQ59321930 ScholiaQ59321930MaRDI QIDQ499766

Werner Hürlimann

Publication date: 6 October 2015

Published in: Journal of Statistical Distributions and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/2195-5832-1-7

zbMATH Keywords

elliptical copulaconditional product copula inequalitiesextremal correlationlifting copulalinear circular copulapair-copulaproduct copulatrivariate universality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Exact distribution theory in statistics (62E15)

Related Items (1)

COMPATIBILITY AND ATTAINABILITY OF MATRICES OF CORRELATION-BASED MEASURES OF CONCORDANCE

Cites Work

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• Extreme Points in Convex Sets of Symmetric Matrices
• Maximum likelihood estimation of mixed C-vines with application to exchange rates

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