Browsing by Subject "Copulas"
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(2012-09-24)Multivariate hydrologic frequency analysis has been widely studied using: (1) commonly known joint distributions or copula functions with the assumption of univariate variables being independently identically distributed ...
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(2009-05-15)This dissertation contains three essays. They are related to the exponential series estimation of copulas and the application of parametric copulas in financial econometrics. Chapter II proposes a multivariate exponential ...