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Application of Copula functions in statistics

2007
Studying associations among multivariate outcomes is an interesting problem in statistical science. The dependence between random variables is completely described by their multivariate distribution. When the multivariate distribution has a simple form, standard methods can be used to make inference.
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Integral transformation of a copula function

Communications in Statistics - Theory and Methods, 2022
Božidar V. Popović   +2 more
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Copula functions and dependency concepts

2014
Modeling default of several obligors implies modeling the default probability of the single obligor as well as the dependence structure between obligors.
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Study on drought events in China based on time-varying nested Archimedean-copula function

Water Science and Technology: Water Supply, 2022
Ziyang Zhao, Hongrui Wang, Cheng Wang
exaly  

Application of Copula function in financial risk analysis

Computers and Electrical Engineering, 2019
Hui Jiang
exaly  

Bernstein copula characteristic function

Communications in Statistics - Theory and Methods, 2023
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