Tails of multivariate Archimedean copulas.
Arthur CharpentierJohan SegersPublished in: J. Multivar. Anal. (2009)
Keyphrases
- dependence structure
- multivariate data
- marginal distributions
- dea models
- aggregation functions
- statistical tests
- heavy tails
- data sets
- multivariate time series
- regression model
- neural network
- linear programming
- long tail
- heavy tailed
- graphical models
- mixed data
- artificial intelligence
- database
- multivariate gaussian distribution