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Journal of Computational and Graphical Statistics Volume 22, 2013 - Issue 2
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Articles: Miscellany: Bootstrap, Covariance Estimation, & Copulas

A New Graphical Tool for Copula Selection

Frederik Michiels Department of Accounting and Finance, Faculty of Applied Economics, University of Antwerp, Prinsstraat 13, Antwerp, Belgium
&
Ann De Schepper Department of Accounting and Finance, Faculty of Applied Economics & StatUa Statistics Center, University of Antwerp, Prinsstraat 13, Antwerp, Belgium
Pages 471-493 | Received 01 Apr 2010, Published online: 30 May 2013

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Selim Orhun Susam & Burcu Hudaverdi Ucer. (2020) A goodness-of-fit test based on Bézier curve estimation of Kendall distribution. Journal of Statistical Computation and Simulation 90:7, pages 1194-1215.
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R. Allahvirdizadeh, A. Andersson & R. Karoumi. (2023) Improved dynamic design method of ballasted high-speed railway bridges using surrogate-assisted reliability-based design optimization of dependent variables. Reliability Engineering & System Safety 238, pages 109406.
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Roberta Pappadà, Fabrizio Durante & Nicola Torelli. 2018. Classification, (Big) Data Analysis and Statistical Learning. Classification, (Big) Data Analysis and Statistical Learning 211 218 .
Elisa Perrone, Andreas Rappold & Werner G. Müller. (2016) $$D_s$$ D s -optimality in copula models. Statistical Methods & Applications 26:3, pages 403-418.
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Fabrizio Durante, Juan Fernández-Sánchez & Roberta Pappadà. (2015) Copulas, diagonals, and tail dependence. Fuzzy Sets and Systems 264, pages 22-41.
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Andreas Tsanakas & Rui Zhu. (2021) Copula model selection using image recognition. SSRN Electronic Journal.
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