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package ‘vinecopula’ may 17, 2018 type package title statistical inference of vine copulas version 2.1.5 description provides tools for the statistical analysis of vine…
statistical inference of vine copulas using the r-package vinecopula eike christian brechmann brechmann@matumde technische universität münchen may 23 2013 eike brechmann…
type package version 1.6-1 date 2015-11-09 maintainer thomas nagler suggests tsp description tools for bivariate exploratory data analysis, bivariate
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 march 2011, volume 39, issue 9. http://www.jstatsoft.org/ nested archimedean copulas meet r: the nacopula package marius hofert eth zurich…
jss journal of statistical software march 2011, volume 39, issue 9. http:www.jstatsoft.org nested archimedean copulas meet r: the nacopula package marius hofert eth zurich…
nested archimedean copulas meet r— the nacopula package marius hofert∗ eth zurich martin mächler eth zurich abstract the package copula (formerly nacopula) provides…
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 ‘cdvine’ october 29, 2015 type package title statistical inference of c- and d-vine copulas version 1.4 date 2015-10-29 author ulf schepsmeier, eike christian…
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 ‘vinecopula’ february 15, 2013 type package title statistical inference of vine copulas version 1.1-1 date 2013-02-07 author ulf schepsmeier, jakob stoeber, eike…
using copulas * multi-variate distributions usually the distribution of a sum of random variables is needed when the distributions are correlated, getting the distribution…
for credit risk 1 dependence concepts copula families elliptical copula archimedean copula kendall’s tau spearman rho dependency structure an introduction to copulas :…
a compendium of copulas 1 introduction a p-dimensional copula is a function c : [0, 1]p → [0, 1] that satisfies i) c (u1, . . . , ui−1, 0, ui+1, . . . , up) = 0 for all…
using copulas * multi-variate distributions usually the distribution of a sum of random variables is needed when the distributions are correlated, getting the distribution…
7/30/2019 copulas archimedean.pdf 1/40arxiv:0908.3750v1[math.st]26aug2009the annals of statistics2009, vol. 37, no. 5b, 30593097doi: 10.1214/07-aos556c institute of mathematical…
8/12/2019 quebec copulas 1/30quantitative risk management:concepts, techniques and tools*paul embrechtsdepartment of mathematicseth zurichwww.math.ethz.ch/~embrechts8/12/2019…
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…
ar x iv :1 20 9. 54 29 v1 [ cs .n e ] 2 4 se p 20 12 copulaedas: an r package for estimation of distribution algorithms based on copulas yasser gonzález-fernández institute…
1. matlab®products forfinancial risk management & modelinguse of copulasanurag jain 2. case study topic: copulas in risk managementdemo: equity portfolio risk management…