Editorial to the special issue on copulas of the Journal of the French Statistical Society
Ivan kojadinovic
págs. 1-4
Copula parameter estimation using Blomqvist's beta
Christian Genest, Alberto Carabin-Aguirre, Fanny Harvey
págs. 5-24
Archimedean Copulas in High Dimensions: Estimators and Numerical Challenges Motivated by Financial Applications
Marius Hofert, Martin Mächler, A.J. McNeil
págs. 25-63
A regularized goodness-of-fit test for copulas
Christian Genest, Wanling Huang
págs. 64-77
Statistical Procedures for the Selection of a Multidimensional Meta-elliptical Distribution
Jean-François Quessy, Rachelle Bellerive
págs. 78-101
Practical Notes On Multivariate Modeling Based on Elliptical Copulas
Xiaojing Wang, Jun Yan
págs. 102-115
Minimum distance estimators of the Pickands dependence function and related tests of multivariate extreme-value dependence
Betina Berghaus, Axel Bücher, Holger Dette
págs. 116-137
Extreme value copulas and max-stable processes
R. Mathieu, Sedki Mohammed
págs. 138-150
Semi-parametric approximation of Kendall's distribution function and multivariate Return Periods
Gianfausto Salvadori, Fabrizio Durante, Elisa Perrone
págs. 151-173
Selection strategies for regular vine copulae
Claudia Czado, Stephan Jeske, Mathias Hofmann
págs. 174-191
Sampling from hierarchical Kendall copulas
E. C. Brechmann
págs. 192-209
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