Multivariate Fréchet copulas and conditional value-at-risk.

Werner Hürlimann

Published in: Int. J. Math. Math. Sci. (2004)

Keyphrases

dependence structure
regression model
marginal distributions
face recognition
control charts
aggregation functions
multivariate time series
higher order statistics
handling uncertainty
empirical bayes
multivariate gaussian distribution
real time
neural network
real world
multi agent
statistical process control