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Größer et al., 2022 - Google Patents

Copulae: An overview and recent developments

Größer et al., 2022

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Document ID
3361041118585165929
Author
Größer J
Okhrin O
Publication year
Publication venue
Wiley Interdisciplinary Reviews: Computational Statistics

External Links

Snippet

Over the decades that have passed since they were introduced, copulae still remain a very powerful tool for modeling and estimating multivariate distributions. This work gives an overview of copula theory and it also summarizes the latest results. This article recalls the …
Continue reading at wires.onlinelibrary.wiley.com (PDF) (other versions)

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