13 search results - page 1 / 3 » Sampling Archimedean copulas |
CSDA
2008
13 years 4 months ago
2008
MA
2010
Springer
13 years 3 months ago
2010
Springer
We use a recent characterization of the d-dimensional Archimedean copulas as the survival copulas of d-dimensional simplex distributions (McNeil and Neˇslehov´a (2009)) to const...
CSDA
2007
13 years 4 months ago
2007
Copulas enable to specify multivariate distributions with given marginals.Various parametric proposals were made in the literature for these quantities, mainly in the bivariate ca...
GANDC
2011
12 years 4 months ago
2011
Copulas have attracted much attention in spatial statistics over the past few years. They are used as a flexible alternative to traditional methods for nonGaussian spatial modelin...
MA
2011
Springer
12 years 11 months ago
2011
Springer
This paper suggests a new technique to construct first order Markov processes using products of copula functions, in the spirit of Darsow et al. (1992). The approach requires the...