Get your news from a source that’s not owned and controlled by oligarchs. Sign up for the free Mother Jones Daily. In 2000, while working at JPMorgan Chase, Li published a paper in The Journal of ...
This is a preview. Log in through your library . Abstract This paper makes three contributions. Firstly, it uses copula functions to obtain a flexible bivariate parametric model for non-negative ...
We study the adaptive estimation of copula correlation matrix Σ for the semi-parametric elliptical copula model. In this context, the correlations are connected to Kendall's tau through a sine ...
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