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jss journal of statistical software october 2007, volume 21, issue 4. http:www.jstatsoft.org enjoy the joy of copulas: with a package copula jun yan university of connecticut…
jss journal of statistical software october 2007, volume 21, issue 4. http://www.jstatsoft.org/ enjoy the joy of copulas: with a package copula jun yan university of connecticut…
package ‘copula’ february 15, 2013 version 0.999-5 date $date: 2012-11-29 11:47:14 +0100 (thu, 29 nov 2012) $ svnrev $revision: 912 $ title multivariate dependence with…
microsoft powerpoint - presentation [compatibility mode]workshop on copulas and extremes grenoble, france, november 19th, 2013 kjersti aas norwegian computing center joint
stefano demarta & alexander j. mcneil department of mathematics federal institute of technology eth zentrum ch-8092 zurich [email protected] abstract the t copula and
the t copula and related copulas stefano demarta & alexander j. mcneil department of mathematics federal institute of technology eth zentrum ch-8092 zurich [email protected]…
abhängigkeitsmodelle anhand von copulas abhängigkeitsmodelle anhand von copulas miniprojekt risikotheorie lisa stadlmüller christian schitter peter scheibelhofer wolfgang…
herzlich willkommen zur letzten vorlesung in statistik 2 vor weihnachten was sollen wir heute machen vorlesung übung weihnachtsfeier was sollen wir heute machen vorlesung…
emse 280 - copula lecture: part 1 jr van dorp wwwseasgwuedu~dorpjr lecture on copulas: part 1 ______________________________________ j rené van dorp1 faculty web-page: wwwseasgwuedu~dorpjr…
emse 280 - copula lecture: part 1 jr van dorp wwwseasgwuedu~dorpjr lecture on copulas: part 1 ______________________________________ j rené van dorp1 faculty web-page: wwwseasgwuedu~dorpjr…
slide 11 confidential – highly restricted copula representation of joint risk driver distribution why copulas? copulas provide a method of joining together individual (marginal)…
copulas: a tool for modelling dependence in finance statistical methods in integrated risk management frontières en finance, paris, 01/26/2001 thierry roncalli groupe de…
emse 280 - copula lecture: part 2 jr van dorp wwwseasgwuedu~dorpjr lecture on copulas: part 2 ______________________________________ j rené van dorp1 faculty web-page: wwwseasgwuedu~dorpjr…
nested archimedean copulas meet r— the nacopula package marius hofert∗ eth zurich martin mächler eth zurich abstract the package copula (formerly nacopula) provides…
modelling dependence in space and time with vine copulas benedikt gräler problem solution vine-copulas bivariate spatial copula spatio-temporal vine-copula interpolation…
the graduate institute of international studies 40 bd du pont d’arve po box 1211 geneva 4 switzerland tel ++4122 312 09 61 fax ++4122 312 10 26 http: wwwfamech e-mail:…
simulation of high-dimensional t-student copulas gerard torrentjosep fortianaastin 2011madrid, june 2011objectiveevaluate the credit risk of a portfolio composed by assets…
jss journal of statistical software october 2007, volume 21, issue 4. http:www.jstatsoft.org enjoy the joy of copulas: with a package copula jun yan university of connecticut…
selecting copulas for risk management∗ erik kole†a, kees koedijkb,c, and marno verbeekb aeconometric institute, erasmus school of economics and business economics, erasmus…
klüppelberg, kuhn, peng: multivariate tail copula: modeling and estimation sonderforschungsbereich 386, paper 468 2006 online unter: http:epub.ub.uni-muenchen.de projektpartner…