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Conditional normal extreme-value copulas
Pavel Krupskii,
Marc G. Genton
Statistics
Computer, Electrical and Mathematical Sciences and Engineering
Research output
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Contribution to journal
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Article
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peer-review
1
Scopus citations
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Dive into the research topics of 'Conditional normal extreme-value copulas'. Together they form a unique fingerprint.
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Mathematics
Copula
100%
Extreme Value
88%
Conditionals
44%
Dependence Structure
22%
Variables
22%
Classes
22%
Estimation Method
11%
Simulation Study
11%
Gaussian Copula
11%
Conditional Independence
11%
Algorithm
11%
Independence Model
11%
Unobserved Factor
11%
Computer Science
Simulation Mode
66%
Dependence Structure
22%
Classes
22%
Generalization
11%
Estimation Method
11%
Simulation Study
11%
Conditional Independence
11%
Factor Structure
11%
Data Analysis
11%
Economics, Econometrics and Finance
Estimation Theory
11%
Capital Market Returns
11%