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Estimation procedures for exchangeable Marshall copulas with hydrological application · Study

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ArticleEstimation procedures for exchangeable Marshall copulas with hydrological application

Fabrizio Durante2014

OA

Articlegreen2014

Estimation procedures for exchangeable Marshall copulas with hydrological application

Fabrizio Durante · Ostap Okhrin

16 citations·0/0 files stored·Stochastic Environmental Research and Risk Assessment

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Financial Risk and Volatility Modeling Statistical Distribution Estimation and Applications Probability and Risk Models

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References

2012Managing the Risks of Extreme Events and Disasters to Advance Climate Change Adaptation 2007Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask 2007Goodness-of-fit tests for copulas: A review and a power study 2010Copula Theory and Its Applications 2014Extremes in Nature: An Approach Using Copulas 2010Dependence Modeling: Vine Copula Handbook 2010Multivariate multiparameter extreme value models and return periods: A copula approach 1997A nonparametric estimation procedure for bivariate extreme value copulas

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Year2014

Typearticle

Published2014-03-18

VenueStochastic Environmental Research and Risk Assessment

ISSN-L1436-3240

Languageen

Citations16

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/s00477-014-0866-7

openalex_workW2070903756

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