Mark Holmes
Finance · with Kojadinovic · 2011
A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 11 researchers here, as inferred from the citation graph.
Subfields
- Finance — 11 citations into it; #4,074 of 10,518 by trust here, #6,671 by citations
Whom Mark Holmes trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
Who trusts Mark Holmes overall
Papers from Mark Holmes's perspective
Ordered by how strongly the researchers Mark Holmes trusts endorse each paper. Same corpus, a different order for every researcher.
- Modeling Multivariate Distributions with Continuous Margins Using the copula R Package
- Fonctions de repartition a n dimensions et leurs marges
- RANK-BASED INFERENCE FOR BIVARIATE EXTREME-VALUE COPULAS
- Goodness-of-fit tests for copulas: A review and a power study
- Semiparametric estimation in copula models
- Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
- DISTRIBUTION FREE TESTS OF INDEPENDENCE BASED ON THE SAMPLE DISTRIBUTION FUNCTION
- A Nonparametric Test of Serial Independence for Time Series and Residuals
- Extremes in Nature : an approach using Copulas
- An Introduction to Copulas
Their papers
- FAST LARGE-SAMPLE GOODNESS-OF-FIT TESTS FOR COPULAS (2011) — 119 citations