Multivariate copulas with hairpin support
نویسندگان
چکیده
Program: 1. Fabrizio Durante (Free University of Bozen–Bolzano, Italy) Multivariate copulas with hairpin support 2. Piotr Jaworski (University of Warsaw, Poland) Copulas of self–similar Ito diffusions 3. Franco Pellerey (Politecnico di Torino, Italy) Univariate stochastic orders and joint stochastic orders: conditions on the copula for mutual relationships 4. Giovanni Puccetti (University of Firenze, Italy) General extremal dependence concepts 5. Gianfausto Salvadori ( Università del Salento, Italy) Design–risk and structural–risk in environmental applications: a multivariate approach 6. Juan Fernández Sánchez (Universidad de Almeŕıa, Spain) Copulas with fractal support 7. Wolfgang Trutschnig (University Salzburg, Austria) Copulas from the Markov kernel perspective
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 130 شماره
صفحات -
تاریخ انتشار 2014