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Copula Functions and Applications in Engineering · Study

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ChapterCopula Functions and Applications in Engineering

Pranesh Kumar2018

Chapter2018

Copula Functions and Applications in Engineering

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

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References

2002Correlation and Dependence in Risk Management: Properties and Pitfalls 1998Understanding Relationships Using Copulas 1993Statistical Inference Procedures for Bivariate Archimedean Copulas 1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions 1986The Joy of Copulas: Bivariate Distributions with Uniform Marginals 1958Ordinal Measures of Association 1981On Nonparametric Measures of Dependence for Random Variables 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données

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Year2018

Typechapter

Published2018-08-06

VenueAsset analytics

ISSN-L2522-5162

Languageen

Citations20

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1007/978-981-13-0872-7_15

openalex_workW2887994137

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