A generalized beta copula with applications in modeling multivariate long-tailed data
Year of publication: |
2011
|
---|---|
Authors: | Yang, Xipei ; Frees, Edward W. ; Zhang, Zhengjun |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 49.2011, 2, p. 265-284
|
Subject: | Multivariate Verteilung | Multivariate distribution | Schätztheorie | Estimation theory | Multivariate Analyse | Multivariate analysis |
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