Recognizing and visualizing copulas : an approach using local Gaussian approximation
Geir Drage Berentsen; Bård Støve; Dag Tjøstheim; Tommy Nordbø
| Year of publication: |
2014
|
|---|---|
| Authors: | Berentsen, Geir Drage ; Støve, Bård ; Tjostheim, Dag ; Nordbø, Tommy |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 57.2014, p. 90-103
|
| Subject: | Copulas | Goodness-of-fit | Local Gaussian correlation | Gaussian pseudo-observations | Diagnostic plots | Multivariate Verteilung | Multivariate distribution | Stochastischer Prozess | Stochastic process | Korrelation | Correlation | Gauß-Prozess | Gaussian process | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402717