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~person:"Michiels, Frederik"
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Search: person:"Schepper, Ann De"
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Multivariate Verteilung
4
Multivariate distribution
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Theorie
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Archimedean copula
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Kendall’s tau
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Michiels, Frederik
De Schepper, Ann
27
Goovaerts, Marc J.
13
Koch, Inge
7
Schepper, Ann De
7
Decamps, Marc
6
Heijnen, Bart
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Dhaene, Jan
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Vyncke, David
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Hua, Yong
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Kaas, R.
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Darkiewicz, Grzegorz
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Annaert, Jan
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Buelens, Frans
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Working papers / Faculty of Applied Economics, Universiteit Antwerpen
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ECONIS (ZBW)
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How to improve the fit of Archimedean copulas by means of transforms
Michiels, Frederik
;
Schepper, Ann De
- In:
Statistical Papers
53
(
2012
)
2
,
pp. 345-355
Persistent link: https://www.econbiz.de/10010848054
Saved in:
2
A new graphical tool for copula selection
Michiels, Frederik
;
De Schepper, Ann
-
2010
Persistent link: https://www.econbiz.de/10003996145
Saved in:
3
Understanding copula transforms : a review of dependence properties
Michiels, Frederik
;
De Schepper, Ann
-
2009
Persistent link: https://www.econbiz.de/10003996828
Saved in:
4
Exploring the lambda copula construction method for Archimedean copulas : discussion of three lambda types
Michiels, Frederik
;
Koch, Inge
;
De Schepper, Ann
-
2008
Persistent link: https://www.econbiz.de/10003834785
Saved in:
5
A copula test space model : how to avoid the wrong copula choice
Michiels, Frederik
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003724694
Saved in:
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