Copula modeling from Abe Sklar to the present day

Research output: Contribution to journalResearch articleContributedpeer-review

Contributors

Abstract

This paper provides a structured overview of the contents of the Special Issue of the Journal of Multivariate Analysis on “Copula modeling from Abe Sklar to the present day,” along with a brief history of the development of the field.

Details

Original languageEnglish
Article number105278
JournalJournal of Multivariate Analysis
Volume201
Publication statusPublished - May 2024
Peer-reviewedYes

External IDs

ORCID /0000-0002-8909-4861/work/171064871

Keywords

Keywords

  • Copula models, Dependence modeling