Copulas: A Review and Recent Developments
By Nikolai Kolev, U. D. Anjos, Beatriz Vaz de Melo Mendes. 2006
114 citations recorded by the source corpus.
Subfields: Finance, Global and Planetary Change, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/1d3cb95dce486fd3906a664f2de422ed7999df9c
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Finance
- Fabrizio Durante
- Carlo Sempi
- M. Gendron
- Michaël Bourdeau-Brien
- David Ruppert
- Goeran Kauermann
- Christian Schellhase
- Christian Genest
In Global and Planetary Change
- Fabrizio Durante
- M. Gendron
- Michaël Bourdeau-Brien
- David Ruppert
- Goeran Kauermann
- Christian Schellhase
- Carlo Sempi
- Christian Genest
In Statistics and Probability
- Goeran Kauermann
- Fabrizio Durante
- David Ruppert
- Carlo Sempi
- Christian Schellhase
- Christian Genest
- Simon N. Wood
- G. Salvadori
Citations in the corpus
- The Advent of Copulas in Finance (2009, background): “Frees and Valdez (1998) , Owzar and Sen (2004) , Trivedi and Zimmer (2005) , Kolev, dos Anjos, and Mendes (2006) and Genest and Favre (2007) .”
- Copula Theory: An Introduction (2010, background): “Other surveys concerning copulas (from various perspectives) can be found as well in the literature; just to make few same examples, we refer the interested reader to [30, 56, 73, 76, 93, 117, 158, 181, 189, 193, 195].”
- Flexible Copula Density Estimation with Penalized Hierarchical B‐splines (2013, background): “This idea builds upon Marx and Eilers (2005); see also Koo (1996). With simple linear constraints on the spline coefficients we can guarantee that the univariate margins of the copula are uniform, that is the spline estimate itself is a copula density.”