Open AccessON ARCHIMAX COPULAS AND MULTIVARIATE GPD MODELS
Author(s) -
Diakarya Barro,
Soumaïla Moussa
Publication year - 2017
Publication title -
journal of mathematical sciences : advances and applications
Language(s) - English
Resource type - Journals
ISSN - 0974-5750
DOI - 10.18642/jmsaa_7100121761
Subject(s) - multivariate statistics , copula (linguistics) , econometrics , multivariate analysis , mathematics , statistics