A new class of copula regression models for modelling multivariate heavy-tailed data
Zhengxiao Li, Jan Beirlant, Liang Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Li, Zhengxiao ; Beirlant, Jan ; Yang, Liang |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 243-261
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| Subject: | Copula regression | Exchangeable and asymmetric dependency | Extreme-value copula | MGB2 copula | MGL copula | Multivariate Verteilung | Multivariate distribution | Theorie | Theory | Regressionsanalyse | Regression analysis | Statistische Verteilung | Statistical distribution | Zeitreihenanalyse | Time series analysis | Kapitaleinkommen | Capital income | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2022.02.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013264956