Copulas: Tales and facts |
| |
| Authors: | Thomas Mikosch |
| |
| Affiliation: | (1) Laboratory of Actuarial Mathematics, University of Copenhagen, Universitetsparken 5, DK-2100 Copenhagen, Denmark |
| |
| Abstract: | “But he does not wear any clothes” said the little child in Hans Christian Andersen’s “The Emperor’s New Clothes.”Mikosch’s research is partially supported by the Danish Research Council (SNF) GrantNo 21-04-0400. This is a discussion paper which was initiated at the 4th InternationalConference on Extreme Value Analysis in Gothenburg, 15–19 August, 2005; see. |
| |
| Keywords: | copula stochastic dependence multivariate distribution multivariate extremes |
| 本文献已被 SpringerLink 等数据库收录！ |
|
