Artikel
Open Access
Solution to an open problem about a transformation on the space of copulas
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Fabrizio Durante
Veröffentlicht/Copyright:
10. November 2014
Received: 2014-9-12
Accepted: 2014-10-29
Published Online: 2014-11-10
© 2014 Fabrizio Durante et al.
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses
Creative Commons
BY-NC-ND 3.0
Artikel in diesem Heft
- Quantifying the impact of different copulas in a generalized CreditRisk+ framework An empirical study
- A note on the Galambos copula and its associated Bernstein function
- Multivariate Extreme Value Theory - A Tutorial with Applications to Hydrology and Meteorology
- Copula-based dependence measures
- Solution to an open problem about a transformation on the space of copulas
- Some New Random Effect Models for Correlated Binary Responses