On heavy-tailed risks under Gaussian copula: The effects of marginal transformation
Publication | Article in Journal of Multivariate Analysis, published July 2024 |
---|---|
Authors | Bikramjit Das, Vicky Fasen-Hartmann |
This is the public page for a publication record in Dimensions, a free research insights platform that brings together information about funding, scholarly outputs, policy, patents and grants.
Loading metrics…