TAILS OF COPULAS

By G. Venter. 2013

103 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/90a5fd709c4b639272291b07867974cb825873b6

Citations in the corpus

• Stochastic bias correction of dynamically downscaled precipitation fields for Germany through Copula-based integration of gridded observation data (2014, unknown): “The Frank Copula exhibits no tail dependence, and the Gaussian Copula describes a similar dependence as the Frank Copula, but with slightly higher densities in the lower and upper tails (Venter, 2002; Schmidt, 2007).”