Author:
Hofert Marius,Kojadinovic Ivan,Mächler Martin,Yan Jun
Publisher
Springer International Publishing
Reference53 articles.
1. Bates, D., & Maechler, M. (2017). Matrix: Sparse and dense matrix classes and methods, R package version 1.2-12. http://CRAN.R-project.org/package=Matrix
2. Belzile, L., & Genest, C. (2017). lcopula: Liouville Copulas, R package version 1.0. https://CRAN.R-project.org/package=lcopula
3. Berghaus, B., Bücher, A., & Volgushev, S. (2017). Weak convergence of the empirical copula process with respect to weighted metrics. Bernoulli, 23(1), 743–772.
4. Capéraà, P., Fougères, A.-L., & Genest, C. (1997). A nonparametric estimation procedure for bivariate extreme value copulas. Biometrika, 84, 567–577.
5. Carley, H., & Taylor, M. D. (2002). A new proof of Sklar’s theorem. In C. M. Cuadras, J. Fortiana, & J. A. Rodríguez-Lallena (Eds.), Distributions with given marginals and statistical modelling (pp. 29–34). Dordrecht: Kluwer Academic Publishers.