Author:
Embrechts Paul,Hofert Marius,Wang Ruodu
Publisher
Institute of Mathematical Statistics
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Cited by
26 articles.
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1. Invariant correlation under marginal transforms;Journal of Multivariate Analysis;2024-11
2. Tail-dependence clustering of time series with spatial constraints;Environmental and Ecological Statistics;2024-06-16
3. Bayesian smoothing for time-varying extremal dependence;Journal of the Royal Statistical Society Series C: Applied Statistics;2024-02-14
4. Copula modeling from Abe Sklar to the present day;Journal of Multivariate Analysis;2023-11
5. Calibrating Distribution Models from PELVE;North American Actuarial Journal;2023-06-29