A Journey Beyond The Gaussian World

Author:

Genest Christian1,Puccetti Giovanni2

Affiliation:

1. 1Department of Mathematics and Statistics, McGill University,Montréal, (Québec) Canada

2. 2Dipartimento di Economia, Management e Metodi Quantitativi, Università diMilano, Italy

Publisher

Walter de Gruyter GmbH

Subject

Applied Mathematics,Modelling and Simulation,Statistics and Probability

Reference24 articles.

1. Joe Multivariate extreme - value distributions with applications to environmental data;Canad;Statist,1994

2. Probability density decomposition for conditionally dependent random variables modeled by vines;Bedford;Ann Math Artif Intell,2001

3. Limited - and full - information estimation and goodness - of - fit testing in contingency tables unified framework;Maydeu;Statist Assoc,2005

4. editors Distributions with Given Marginals Modelling Academic Publishers Dordrecht;Cuadras;Statistical,2002

5. Joe threshold methods for extremes;Smith;Stat Soc,1992

Cited by 2 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Copulas and Triangular Norms: Selected Commonalities and Differences;Advances in Intelligent Systems and Computing;2024

2. Copula modeling from Abe Sklar to the present day;Journal of Multivariate Analysis;2023-11

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