Practical notes on multivariate modeling based on elliptical copulas
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Publication:5262084
Monte Carlo methods (65C05) Sampling theory, sample surveys (62D05) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Applications of statistics to environmental and related topics (62P12) Applications of functional analysis in probability theory and statistics (46N30)
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(5)- Bayesian meta-elliptical multivariate regression models with fixed marginals on unit intervals
- An overview of heavy-tail extensions of multivariate Gaussian distribution and their relations
- On the asymptotic covariance of the multivariate empirical copula process
- Stochastic dependence modelling using conditional elliptical processes
- Identifiability and estimation of meta-elliptical copula generators
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