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Academic Journal

On nonparametric tests of multivariate meta-ellipticity.

Subjects: *Statistics; Copula functions; Marginal distributions

  • Source: Statistical Papers. Oct2021, Vol. 62 Issue 5, p2283-2310. 28p.

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Academic Journal

Conditional normal extreme-value copulas.

Subjects: *Parsimonious models; Copula functions; Factor structure

  • Source: Extremes. Sep2021, Vol. 24 Issue 3, p403-431. 29p.

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Academic Journal

Testing for relevant dependence change in financial data: a CUSUM copula approach.

Subjects: *Monte Carlo method; Copula functions; Null hypothesis

  • Source: Empirical Economics. Apr2021, Vol. 60 Issue 4, p1875-1894. 20p. 16 Charts, 1 Graph.

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Academic Journal

A Simple Estimator of  Two‐Dimensional Copulas, with Applications1.

Subjects: Copula functions; Body mass index; Triangulation

  • Source: Oxford Bulletin of Economics & Statistics. Dec2021, Vol. 82 Issue 6, p1375-1412. 38p. 2 Diagrams, 12 Charts, 10 Graphs.

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Academic Journal

THE EFFECT OF ASYMMETRIC AND SYMMETRIC DEPENDENCE IN SOME GROWTH MODELS USING COPULAS.

Subjects: *Regression analysis; Nonlinear regression; Copula functions

  • Source: Economic Computation & Economic Cybernetics Studies & Research. 2021, Vol. 55 Issue 1, p233-250. 18p.

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Academic Journal

A Simple Estimator of  Two‐Dimensional Copulas, with Applications1.

Subjects: *Distribution (Probability theory); Copula functions; Body mass index

  • Source: Oxford Bulletin of Economics & Statistics. Dec2020, Vol. 82 Issue 6, p1375-1412. 38p. 2 Diagrams, 13 Charts, 9 Graphs.

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Academic Journal

On Some Properties of Copula-Based Partial Moments.

Subjects: *Risk assessment; Actuarial science; Copula functions

  • Source: International Journal of Reliability, Quality & Safety Engineering. Feb2021, Vol. 28 Issue 1, pN.PAG-N.PAG. 22p.

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  • 1-10 of  468 results for ""Copula functions""