A new class of copula regression models for modelling multivariate heavy-tailed data
Year of publication: |
2022
|
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Authors: | Li, Zhengxiao ; Beirlant, Jan ; Yang, Liang |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 104.2022, p. 243-261
|
Subject: | Copula regression | Exchangeable and asymmetric dependency | Extreme-value copula | MGB2 copula | MGL copula | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Multivariate Analyse | Multivariate analysis | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income |
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