登录 注册 会员服务 联系我们

Multivariate Archimax copulas

  • Published:2014-04 Issue: Volume:126 Page:118-136
  • ISSN:0047-259X
  • Container-title:Journal of Multivariate Analysis
  • language:en
  • Short-container-title:Journal of Multivariate Analysis

Author:

Charpentier A.,Fougères A.-L.,Genest C.,Nešlehová J.G.

Funder

LABEX MILYON

Natural Sciences and Engineering Research Council of Canada

Fonds de recherche du Québec–Nature et technologies

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Numerical Analysis,Statistics and Probability

Reference29 articles.

1. Non-exchangeable random variables, Archimax copulas and their fitting to real data;Bacigál;Kybernetika,2011

2. T. Bacigál, R. Mesiar, 3-dimensional Archimax copulas and their fitting to real data, in: COMPSTAT 2012, Limassol, Cyprus, 2012.

3. Statistics of Extremes;Beirlant,2004

4. Default models based on scale mixtures of Marshall–Olkin copulas: properties and applications;Bernhart;Metrika,2013

5. Bivariate distributions with given extreme value attractor;Capéraà;J. Multivariate Anal.,2000

Cited by 43 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. On the Mai–Wang stochastic decomposition for ℓp-norm symmetric survival functions on the positive orthant;Journal of Multivariate Analysis;2024-09

2. A new approach for the assessment of coastal flooding risk. Application in Rhodes island, Greece;Applied Ocean Research;2024-07

3. Estimation;SpringerBriefs in Applied Statistics and Econometrics;2024

4. Archimedean Copulas;SpringerBriefs in Applied Statistics and Econometrics;2024

5. Copula modeling from Abe Sklar to the present day;Journal of Multivariate Analysis;2023-11
同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3