Copula modeling from Abe Sklar to the present day

DOI10.1016/j.jmva.2023.105278OpenAlexW4389138751MaRDI QIDQ6200955

Taras Bodnar, Ostap Okhrin, Christian Genest

Publication date: 25 March 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2023.105278

zbMATH Keywords

dependence modelingcopula models

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Statistics of extreme values; tail inference (62G32)

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