A general construction of multivariate dependence structures with nonmonotone mappings and its applications
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Publication:6579150
DOI10.1214/23-STS916MaRDI QIDQ6579150FDOQ6579150
Authors: Jean-François Quessy
Publication date: 25 July 2024
Published in: Statistical Science (Search for Journal in Brave)
tail dependencesemiparametric inferencetail asymmetryuniform-to-uniform transformationsV- and squared copulas
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