IDEAS home Printed from https://ideas.repec.org/a/bpj/strimo/v30y2013i4p281-286n5.html
   My bibliography  Save this article

Editorial to the special issue on Copulae of Statistics & Risk Modeling

Author

Listed:
  • Okhrin Ostap

    () (Humboldt-Universität zu Berlin)

Abstract

Copulae became an extremely popular tool in different areas of research. Since the first applications in risk management in the late 90th, they attracted many other quantitatively oriented sciences like biostatistics, hydrology and finance. The main reason originates in the Sklar (1959) theorem, which allows for separation of the marginal distributions from the dependency structure between the random variables.

Suggested Citation

  • Okhrin Ostap, 2013. "Editorial to the special issue on Copulae of Statistics & Risk Modeling," Statistics & Risk Modeling, De Gruyter, vol. 30(4), pages 281-286, December.
  • Handle: RePEc:bpj:strimo:v:30:y:2013:i:4:p:281-286:n:5
    as

    Download full text from publisher

    File URL: https://www.degruyter.com/view/j/strm.2013.30.issue-4/strm-2013-9014/strm-2013-9014.xml?format=INT
    Download Restriction: For access to full text, subscription to the journal or payment for the individual article is required.

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Hofert, Marius, 2008. "Sampling Archimedean copulas," Computational Statistics & Data Analysis, Elsevier, vol. 52(12), pages 5163-5174, August.
    2. Bouezmarni, Taoufik & Rombouts, Jeroen V.K. & Taamouti, Abderrahim, 2010. "Asymptotic properties of the Bernstein density copula estimator for [alpha]-mixing data," Journal of Multivariate Analysis, Elsevier, vol. 101(1), pages 1-10, January.
    3. Wanling Huang & Artem Prokhorov, 2014. "A Goodness-of-fit Test for Copulas," Econometric Reviews, Taylor & Francis Journals, vol. 33(7), pages 751-771, October.
    4. Giacomini, Enzo & Härdle, Wolfgang & Spokoiny, Vladimir, 2009. "Inhomogeneous Dependence Modeling with Time-Varying Copulae," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(2), pages 224-234.
    5. repec:taf:jnlbes:v:30:y:2012:i:2:p:275-287 is not listed on IDEAS
    Full references (including those not matched with items on IDEAS)

    More about this item

    Keywords

    Copula; multivariate distribution;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bpj:strimo:v:30:y:2013:i:4:p:281-286:n:5. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Peter Golla). General contact details of provider: https://www.degruyter.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.