Rank-based inference tools for copula regression, with property and casualty insurance applications
Marie-Pier Côté, Christian Genest, Marek Omelka
| Year of publication: |
2019
|
|---|---|
| Authors: | Côté, Marie-Pier ; Genest, Christian ; Omelka, Marek |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 89.2019, p. 1-15
|
| Subject: | Empirical copula process | Goodness-of-fit test | Inversion of Kendall's tau | Maximum pseudo-likelihood | Residuals | Weak convergence | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Wahrscheinlichkeitsrechnung | Probability theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2019.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012133498