×

Found 489 Documents (Results 1–100)

Copulas and tail dependence in finance. (English) Zbl 1455.62200

Lee, Cheng Few (ed.) et al., Handbook of financial econometrics, mathematics, statistics, and machine learning. Volume 3. Hackensack, NJ: World Scientific. 2499-2524 (2021).
MSC:  62P05 62H05
PDFBibTeX XMLCite
Full Text: DOI

Multivariate order statistics induced by ordering linear combinations of components of multivariate elliptical random vectors. (English) Zbl 07616798

Bekker, Andriëtte (ed.) et al., Computational and methodological statistics and biostatistics. Contemporary essays in advancement. Cham: Springer. Emerg. Top. Stat. Biostat., 51-71 (2020).
MSC:  62P10
PDFBibTeX XMLCite
Full Text: DOI

Filter Results by …

Document Type

all top 5

Author

all top 5

Serial

all top 5

Year of Publication

all top 3

Main Field

all top 3

Software