Vine copula

Results: 3



#Item
1Independence / Actuarial science / Multivariate statistics / Statistics / Copula / Analysis / Vine copula / U1 / Comonotonicity

Composite Bernstein Copulas Jingping Yang∗ Zhijin Chen† Fang Wang‡

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Source URL: sas.uwaterloo.ca

Language: English - Date: 2015-01-03 22:39:07
2Rapid transit / Vienna U-Bahn / U1 / U2 / Subterranea / Rail transport / Actuarial science / Copula / Statistical dependence

Hydrol. Earth Syst. Sci., 19, 2685–2699, 2015 www.hydrol-earth-syst-sci.netdoi:hess © Author(sCC Attribution 3.0 License. A continuous rainfall model based on vine copulas

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Source URL: www.hydrol-earth-syst-sci.net

Language: English - Date: 2015-06-12 09:02:50
3Copula / Measurement / Correlation and dependence / BB6 / Probability distribution / Statistical dependence / Statistics / Actuarial science

Package ‘CDVine’ July 2, 2014 Type Package Title Statistical inference of C- and D-vine copulas Version 1.2 Date[removed]

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Source URL: cran.r-project.org

Language: English - Date: 2014-07-02 09:35:29
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