Open AccessMultivariate CTE for copula distributions
Author(s) -
Chong Sun Hong,
Jae Young Kim
Publication year - 2017
Publication title -
journal of the korean data and information science society
Language(s) - Uncategorized
Resource type - Journals
ISSN - 1598-9402
DOI - 10.7465/jkdi.2017.28.2.421
Subject(s) - multivariate statistics , copula (linguistics) , univariate , gumbel distribution , quantile , multivariate t distribution , multivariate normal distribution , econometrics , multivariate analysis , mathematics , multivariate stable distribution , joint probability distribution , statistics , extreme value theory , normal wishart distribution