...
机译:一类带有二元Frechet边际copulas的多元copulas
LMAM, Department of Financial Mathematics, Peking University, Beijing, 100871, China;
Department of Mathematics and Statistics, University of Minnesota Duluth, Duluth, MN 55812, USA;
Department of Financial Mathematics, Peking University, Beijing, 100871, China;
multivariate copulas; bivariate frechet copulas; conditional independence; marginal copulas;
机译:修补双变量Frechet copula逼近双变量copula
机译:一类基于双变量copulas乘积的copulas
机译:具有三元线性Spearman边际Copulas的三元Copulas
机译:用广义边缘和T-Copulas构建多变量分布
机译:双变量Copulas的条件尾部依赖及其在金融中的应用
机译:使用双变量copula对重新分析的空气温度数据进行偏差校正
机译:基于二元组合产品的一类多变量共用