Estimation procedures for exchangeable Marshall copulas with hydrological application

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Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: Online-Ressource

Language: Englisch

Notes: In: Sonderforschungsbereich 649: Ökonomisches Risiko, Band 2014, Ausgabe 14, 2014

Classification: Wirtschaft

Event: Veröffentlichung

(where): Berlin

(who): Humboldt-Universität zu Berlin

(when): 2014

Creator: Durante, Fabrizio
Okhrin, Ostap

DOI: 10.18452/4501

URN: urn:nbn:de:kobv:11-100218154

Rights: Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 25.03.2025, 1:46 PM CET

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Durante, Fabrizio
Okhrin, Ostap
Humboldt-Universität zu Berlin

Time of origin

2014

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Estimation procedures for exchangeable Marshall copulas with hydrological application

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Estimation procedures for exchangeable Marshall copulas with hydrological application

Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas

On the structure and estimation of hierarchical Archimedean copulas

Gluing copulas

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Rüschendorf-Copulas

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Gluing copulas

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Hochschulschrift

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Variance Reduction Procedures for Market Risk Estimation

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Ranks, copulas, and permutons

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Estimation procedures for exchangeable Marshall copulas with hydrological application

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Other Objects (12)

Estimation procedures for exchangeable Marshall copulas with hydrological application

Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas

On the structure and estimation of hierarchical Archimedean copulas

Gluing copulas

Rüschendorf-Copulas

Gluing copulas

Early stopping for iterative estimation procedures

Exchangeability of copulas

Variance Reduction Procedures for Market Risk Estimation

Developing spatio-temporal copulas

Ranks, copulas, and permutons

Copulas and stochastic processes

Estimation procedures for exchangeable Marshall copulas with hydrological application

Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas

On the structure and estimation of hierarchical Archimedean copulas

Gluing copulas

Rüschendorf-Copulas

Gluing copulas

Early stopping for iterative estimation procedures

Exchangeability of copulas

Variance Reduction Procedures for Market Risk Estimation

Developing spatio-temporal copulas

Ranks, copulas, and permutons

Copulas and stochastic processes

Estimation procedures for exchangeable Marshall copulas with hydrological application

Stochastic representations of Marshall–Olkin distributions and upper semilinear copulas

On the structure and estimation of hierarchical Archimedean copulas

Gluing copulas

Rüschendorf-Copulas

Gluing copulas

Early stopping for iterative estimation procedures

Exchangeability of copulas

Variance Reduction Procedures for Market Risk Estimation

Developing spatio-temporal copulas

Ranks, copulas, and permutons

Copulas and stochastic processes

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