scientific article; zbMATH DE number 6448277

MaRDI QIDQ5256153zbMATH OpenFDO

Authors Paul Embrechts

Publication date 22 June 2015

Mathematics Subject Classification ID

External book reviews (00A17) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to mathematics in general (00-01) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to real functions (26-01) Integrals of Riemann, Stieltjes and Lebesgue type (26A42) Contents, measures, outer measures, capacities (28A12) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to measure and integration (28-01) History of measure and integration (28-03) Integration with respect to measures and other set functions (28A25)

Cited in

(2)

• Multivariate hierarchical copulas with shocks
• Efficient estimation of copula-based semiparametric Markov models

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