Add to ORKGThis week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was a joint work with Christian Genest and Johanna Nešlehová) The slides are great, so I asked Anne-Laure if it was possible to upload them. To go further (and look at the proofs) the paper is still available on the website of the Journal of Multivariate Analysis “A multivariate extension of the bivariate class of Archimax copulas was recently proposed by Mesiar & Jagr (2013), who asked under wh..
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an impor...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
International audienceCopulas are a useful tool to model multivariate distributions. While there exi...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Talk at the statistical seminar at the university of Belo Horizonte, Wednesday, on "multivariate ext...
l'Auteur Gildas Mazo est actuellement à l'INRA Centre de Jouy-en-Josas - Unité MaIAGEInternational a...
Copulas have been introduced more than half a century ago and represent a significant breakthrough i...
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of...
While there is a multitude of bivariate copula, the class of multivariate copulae is still quite res...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
Ces dernières décennies, nous avons assisté à l'émergence du concept de copule en modélisation stati...
In June, with Olivier L’Haridon, we will organize a (small) conference, in Rennes, on risk models in...
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an impor...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
International audienceCopulas are a useful tool to model multivariate distributions. While there exi...
This week, Anne-Laure Fougères gave a talk in Besançon about Multivariate Archimax Copulas (that was...
We present an analytical proof of the characterisation of bivariate Archimax copulas in terms of the...
This paper introduces a new family of multivariate copula functions defined by two generators, which...
Talk at the statistical seminar at the university of Belo Horizonte, Wednesday, on "multivariate ext...
l'Auteur Gildas Mazo est actuellement à l'INRA Centre de Jouy-en-Josas - Unité MaIAGEInternational a...
Copulas have been introduced more than half a century ago and represent a significant breakthrough i...
When modeling multivariate phenomena, properly capturing the joint extremal behavior is often one of...
While there is a multitude of bivariate copula, the class of multivariate copulae is still quite res...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
A complete and user-friendly directory of tails of Archimedean copulas is presented which can be use...
Ces dernières décennies, nous avons assisté à l'émergence du concept de copule en modélisation stati...
In June, with Olivier L’Haridon, we will organize a (small) conference, in Rennes, on risk models in...
Understanding multivariate dependencies in both the bulk and the tails of a distribution is an impor...
Copulas are important models that allow to capture the dependence among variables. There are many ty...
International audienceCopulas are a useful tool to model multivariate distributions. While there exi...