Mixed Marginal Copula Modeling
نویسندگان
چکیده
منابع مشابه
Gaussian Copula Marginal Regression for Modeling Extreme Data with Application
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This report summarizes my contributions to copulas modeling. Two main research topics are addressed: The construction of semiparametric family of copulas based on a set of orthonormal functions and a matrix and the design of efficient estimation procedures.
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ژورنال
عنوان ژورنال: Journal of Business & Economic Statistics
سال: 2018
ISSN: 0735-0015,1537-2707
DOI: 10.1080/07350015.2018.1469998