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Adapting some copula inference procedures to the presence of ties

Ivan Kojadinovic
Laboratoire de Mathématiques et de leurs Applications [Pau]

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Statistics [math.ST]

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https://hal-univ-pau.archives-ouvertes.fr/hal-02388627

Submitted on : Monday, December 2, 2019-9:05:32 AM

Last modification on : Friday, March 24, 2023-2:53:14 PM

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hal-02388627 , version 1 (02-12-2019)

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  • HAL Id : hal-02388627 , version 1

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Ivan Kojadinovic. Adapting some copula inference procedures to the presence of ties. Dependence modeling tools for risk management, Oct 2017, Montréal, Canada. ⟨hal-02388627⟩

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