Copula Models is a statistical framework that belongs to the class of multivariate probability models and is distinguished by its ability to represent the dependence structure between random variables separately from their marginal distributions through the use of copula functions.
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2017–2026
1K
Variants
Copula Modeling
Parents
Publications
2.7K
Pair-copula constructions of multiple dependence
Kjersti Aas, Claudia Czado, Arnoldo Frigessi et al. · Insurance Mathematics and Economics · 2007 · 2K citations · Full text
Understanding Relationships Using Copulas
Edward W. Frees, Emiliano A. Valdez · North American Actuarial Journal · 1998 · 1.3K citations
David X. Li · The Journal of Fixed Income · 2000 · 1.3K citations
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31
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- HM
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Institutions
1.9K
Technical University of Munich
Munich, Germany
33 h-index
122 publications
10K citations
Université Laval
Québec, Canada
28 h-index
73 publications
9.8K citations
University of Almería
Almería, Spain
24 h-index
68 publications
2.2K citations
Texas A&M University
College Station, United States
24 h-index
64 publications
4.5K citations
Centre National de la Recherche Scientifique
Paris, France
23 h-index
66 publications
2.5K citations
Wuhan University
Wuhan, China
21 h-index
72 publications
4K citations
ETH Zurich
Zurich, Switzerland
21 h-index
42 publications
6.1K citations
University of Waterloo
Waterloo, Canada
20 h-index
50 publications
3.2K citations
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Venues
- Journal of Multivariate Analysis
71 publications · 4.7K citations
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- SSRN Electronic Journal
Repository · 101 publications · 4.4K citations
34
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- Computational Statistics & Data Analysis
CSDA · 55 publications · 3.2K citations
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- Insurance Mathematics and Economics
56 publications · 4.5K citations
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- Water Resources Research
27 publications · 3.5K citations
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