Copulas are functions that enable the construction of multivariate probability distributions by binding together univariate marginal distributions. Central to probability theory, they allow ...
Journal of Coastal Research, SPECIAL ISSUE NO. 103. Global Topics and New Trends in Coastal Research: Port, Coastal and Ocean Engineering (SUMMER 2020), pp. 839-842 (4 pages) In order to improve the ...
We study the adaptive estimation of copula correlation matrix Σ for the semi-parametric elliptical copula model. In this context, the correlations are connected to Kendall's tau through a sine ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback