过滤
发表于 2025-3-23 11:46:58
Collaboration and Modernisation,so be a convenient choice to model general positive dependence structures. The aim of this survey is to present the reader with the state-of-the-art in dependence modeling via extreme-value copulas. Both probabilistic and statistical issues are reviewed, in a nonparametric as well as a parametric context.
解脱
发表于 2025-3-23 16:43:18
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彻底明白
发表于 2025-3-23 21:30:17
Individual Lives and Social Histories,Gini’s gamma. Others rely on information theory or are based on .-distances of copulas. Various measures of multivariate tail dependence are derived by extending the coefficient of bivariate tail dependence. Nonparametric estimation of these measures based on the empirical copula is further addressed.
gnarled
发表于 2025-3-23 23:30:17
Dynamic Modeling of Dependence in Finance via Copulae Between Stochastic Processes theorem) is inadequate for consistent valuation and hedging in time. In this survey we present recent developments in the area of modeling of dependence between stochastic processes with given marginal laws. Some of these results have already been successfully applied in finance in connection with the portfolio credit risk.
彩色
发表于 2025-3-24 06:25:12
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配置
发表于 2025-3-24 07:04:19
Extreme-Value Copulasso be a convenient choice to model general positive dependence structures. The aim of this survey is to present the reader with the state-of-the-art in dependence modeling via extreme-value copulas. Both probabilistic and statistical issues are reviewed, in a nonparametric as well as a parametric context.
PARA
发表于 2025-3-24 12:09:33
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Commemorate
发表于 2025-3-24 17:48:09
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束缚
发表于 2025-3-24 20:57:36
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名字
发表于 2025-3-24 23:18:59
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