Copulas: A review and recent developments

Stochastic Models

Volumn 22, Issue 4, 2006, Pages 617-660

  Kolev, Nikolai ^a   Dos Anjos, Ulisses ^a   Mendes, Beatriz Vaz De M ^b  

^a UNIVERSITY OF SÃO PAULO   (Brazil)

^b FEDERAL UNIVERSITY OF RIO DE JANEIRO   (Brazil)

Author keywords

Copula; Dependence measures; Extremes; Kendall distribution; Local dependence; Multivariate marginals; Normal asymptotic; Order statistics; Simulation

Indexed keywords

ASYMPTOTIC STABILITY; COMPUTER SIMULATION; ECONOMIC AND SOCIAL EFFECTS; PROBABILITY DISTRIBUTIONS;

COPULA; DEPENDENCE MEASURES; EXTREMES; KENDALL DISTRIBUTION; LOCAL DEPENDENCE; MULTIVARIATE MARGINALS; NORMAL ASYMPTOTIC; ORDER STATISTICS;

STATISTICAL METHODS;

EID: 33748641379     PISSN: 15326349     EISSN: 15324214     Source Type: Journal    
DOI: 10.1080/15326340600878206     Document Type: Conference Paper

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