从Abe Sklar到现在的Copula模型

IF 1.4 3区数学 Q2 STATISTICS & PROBABILITY

Journal of Multivariate Analysis Pub Date : 2023-11-29 DOI:10.1016/j.jmva.2023.105278

Christian Genest , Ostap Okhrin , Taras Bodnar

引用次数: 0

摘要

本文对《多元分析杂志》特刊“从Abe Sklar到现在的Copula建模”的内容进行了结构化概述，并简要介绍了该领域的发展历史。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Copula modeling from Abe Sklar to the present day

This paper provides a structured overview of the contents of the Special Issue of the Journal of Multivariate Analysis on “Copula modeling from Abe Sklar to the present day,” along with a brief history of the development of the field.

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来源期刊

Journal of Multivariate Analysis 数学-统计学与概率论

CiteScore

2.40

自引率

25.00%

发文量

108

审稿时长

74 days

期刊介绍： Founded in 1971, the Journal of Multivariate Analysis (JMVA) is the central venue for the publication of new, relevant methodology and particularly innovative applications pertaining to the analysis and interpretation of multidimensional data. The journal welcomes contributions to all aspects of multivariate data analysis and modeling, including cluster analysis, discriminant analysis, factor analysis, and multidimensional continuous or discrete distribution theory. Topics of current interest include, but are not limited to, inferential aspects of Copula modeling Functional data analysis Graphical modeling High-dimensional data analysis Image analysis Multivariate extreme-value theory Sparse modeling Spatial statistics.