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Negative dependence concept in copulas and the marginal free herd behavior index

  • Published:2015-11 Issue: Volume:288 Page:304-322
  • ISSN:0377-0427
  • Container-title:Journal of Computational and Applied Mathematics
  • language:en
  • Short-container-title:Journal of Computational and Applied Mathematics

Author:

Ahn Jae YounORCID

Funder

National Research Foundation of Korea

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference32 articles.

1. Understanding relationships using copulas;Frees;N. Am. Actuar. J.,1998

2. Metaelliptical copulas and their use in frequency analysis of multivariate hydrological data;Genest;Water Resour. Res.,2007

3. Checking for the gamma frailty distribution under the marginal proportional hazards frailty model;Cui;Statist. Sinica,2004

4. Lower bounds on multivariate distributions with preassigned marginals;Kotz,1992

5. Multivariate Models and Dependence Concepts;Joe,1997

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