Volume 2, 2019
Statistical Inference in Copula Models and Markov Processes, Case Studies and Insights
Article Number 18
Number of page(s) 13
Section Mathematics - Applied Mathematics
Published online 12 June 2019
  1. Sklar A (1959), Fonctions de répartition à n dimensions et leurs marges. Publ Inst Statist Univ Paris 8, 229–231. [Google Scholar]
  2. Joe H (1993), Parametric families of multivariate distributions with given margins. J Multivar Anal 46, 2, 262–282. [CrossRef] [Google Scholar]
  3. Nelsen RB (2007), An introduction to copulas, Springer Science & Business Media, Berlin, Germany. [Google Scholar]
  4. Nelsen RB, Úbeda-Flores M (2012), Directional dependence in multivariate distributions. Ann Inst Stat Math 64, 3, 677–685. [CrossRef] [Google Scholar]
  5. García Jesús E, González-López VA, Nelsen RB (2013), A new index to measure positive dependence in trivariate distributions. J Multivar Anal 115, 481–495. [CrossRef] [Google Scholar]
  6. Belsley DA, Kuh E, Welsch RE (1980), Regression diagnostics, Wiley, New York, NY. [CrossRef] [Google Scholar]
  7. Ripley BD (2009), Stochastic simulation, Vol. 316, John Wiley & Sons, New York, NY. [Google Scholar]
  8. Kim G, Silvapulle MJ, Silvapulle P (2007), Comparison of semiparametric and parametric methods for estimating copulas. Comput Stat Data Anal 51, 6, 2836–2850. [CrossRef] [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.