Concepedia
Ocean Engineering · 2021 · 22 citations · 65 references
Truncated CopulasEngineeringPhysical OceanographyOceanographic ResearchOceanographyFunctional Data AnalysisStatistics
65
Quantitative Risk Management: Concepts, Techniques, and Tools
Christine M. Anderson‐Cook · Journal of the American Statistical Association · 2006 · 2K citations
Financial Risk Management, Risk Metric, Risk Analysis +16
Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask
Christian Genest, Anne‐Catherine Favre · Journal of Hydrologic Engineering · 2007 · 1.6K citations
Engineering, Were Afraid, Modeling Method +22
A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
Christian Genest, Kilani Ghoudi, Louis‐Paul Rivest · Biometrika · 1995 · 1.2K citations
Semiparametric Estimation Procedure, Density Estimation, Estimation Statistic +14
Asymmetric copula in multivariate flood frequency analysis
Salvatore Grimaldi, Francesco Serinaldi · Advances in Water Resources · 2005 · 421 citations
Asymmetric Copula, Engineering, Flooded Area +6
Construction of asymmetric multivariate copulas
Eckhard Liebscher · Journal of Multivariate Analysis · 2008 · 237 citations
Mathematical Programming, Multivariate Analysis, Business +5