Title of article :
The t Copula and Related Copulas
Author/Authors :
Stefano Demarta & Alex، نويسنده , , er J. McNeil، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 2005
Pages :
19
From page :
111
To page :
129
Keywords :
Kendall’s rank correlation , Multivariate t distribution , Tail dependence , Multivariateextreme value theory , Gumbel copula , Clayton copula. , Copula
Journal title :
International Statistical Review
Serial Year :
2005
Journal title :
International Statistical Review
Record number :
290935
Link To Document :
https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=290935
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