articleInsurance Mathematics and EconomicsFeb 12, 2007GREEN OA

Pair-copula constructions of multiple dependence

KAKjersti AasCCClaudia CzadoAFArnoldo FrigessiHBHenrik Bakken

Norwegian Computing Center · Technical University of Munich · +2 more institutions

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Topics
Keywords
  • Copula (linguistics)
  • Multivariate statistics
  • Inference
  • Cascade
  • Multivariate normal distribution
  • Computer science
  • Mathematics
  • Data mining
UN Sustainable Development Goals
  • Sustainable cities and communities
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