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~isPartOf:"Post-Print / HAL"
~subject:"Level sets estimation"
~subject:"multivariate copulas"
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Level sets estimation
multivariate copulas
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Guegan, Dominique
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1
Distortions of
multivariate
distribution functions and associated level curves: applications in
multivariate
risk theory
Bernardino, Elena Di
;
Rullière, Didier
-
HAL
-
2013
In this paper, we propose a parametric model for
multivariate
distributions. The model is based on distortion functions …, i.e. some transformations of a
multivariate
distribution which permit to generate new families of
multivariate
… univariate optimizations, and we nally get parametric representations of both
multivariate
distribution functions and associated …
Persistent link: https://www.econbiz.de/10010820603
Saved in:
2
An econometric Study for Vine Copulas
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2011
structure is interesting to compute
multivariate
distributions for dependent random variables. We proove the asymptotic …
Persistent link: https://www.econbiz.de/10010635183
Saved in:
3
Note on new prospects on vines
Maugis, Pierre-André
;
Guegan, Dominique
-
HAL
-
2010
In this paper, we present a new methodology based on vine copulas to estimate
multivariate
distributions in high …
Persistent link: https://www.econbiz.de/10010603636
Saved in:
4
New Prospects on Vines
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2010
In this paper, we present a new methodology based on vine copulas to estimate
multivariate
distributions in high …
Persistent link: https://www.econbiz.de/10010603639
Saved in:
5
An Econometric Study of Vine Copulas
Guegan, Dominique
;
Maugis, Pierre-André
-
HAL
-
2010
structure is interesting to compute
multivariate
distributions for dependent random variables. We proove the asymptotic …
Persistent link: https://www.econbiz.de/10010603691
Saved in:
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