scientific article; zbMATH DE number 7642014
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Publication:5869930
model selectionKendall's tautail dependenceSpearman's rhoBlomqvist's betabivariate copulaRLUF copulaRuschendorf method
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Estimation in multivariate analysis (62H12) Measures of association (correlation, canonical correlation, etc.) (62H20) Applications of statistics to environmental and related topics (62P12)
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 5723869 (Why is no real title available?)
- scientific article; zbMATH DE number 7696353 (Why is no real title available?)
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- A new class of bivariate copulas.
- A note on generalized Farlie-Gumbel-Morgenstern copulas
- Computational algorithm for solving singular Fredholm time-fractional partial integrodifferential equations with error estimates
- Construction of multivariate distributions with given marginals
- Copula parameter estimation by maximum-likelihood and minimum-distance estimators: a simulation study
- Understanding Relationships Using Copulas
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