Maintaining tail dependence in data shuffling using t copula

  1. Trottini, M.
  2. Muralidhar, K.
  3. Sarathy, R.
Revue:
Statistics and Probability Letters

ISSN: 0167-7152

Année de publication: 2011

Volumen: 81

Número: 3

Pages: 420-428

Type: Article

DOI: 10.1016/J.SPL.2010.12.002 GOOGLE SCHOLAR

Objectifs de Développement Durable