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person:"Michiels, Frederik"
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Search: subject_exact:"Copula function"
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Multivariate Verteilung
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Multivariate distribution
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Michiels, Frederik
Okhrin, Ostap
38
Smith, Michael S.
21
Tiwari, Aviral Kumar
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Reboredo, Juan Carlos
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Härdle, Wolfgang
18
Einmahl, John H. J.
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Working papers / Faculty of Applied Economics, Universiteit Antwerpen
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ECONIS (ZBW)
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1
A new graphical tool for copula selection
Michiels, Frederik
;
De Schepper, Ann
-
2010
Persistent link: https://www.econbiz.de/10003996145
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2
Understanding copula transforms : a review of dependence properties
Michiels, Frederik
;
De Schepper, Ann
-
2009
Persistent link: https://www.econbiz.de/10003996828
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3
Exploring the lambda copula construction method for Archimedean copulas : discussion of three lambda types
Michiels, Frederik
;
Koch, Inge
;
De Schepper, Ann
-
2008
Persistent link: https://www.econbiz.de/10003834785
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4
A copula test space model : how to avoid the wrong copula choice
Michiels, Frederik
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724694
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