A Primer on Copulas for Count Data
Work
Year: 2007
Type: article
Abstract: The authors review various facts about copulas linking discrete distributions. They show how the possibility of ties that results from atoms in the probability distribution invalidates various familia... more
Source: Astin Bulletin
Authors Christian Genest, Johanna Nešlehová
Institutions Université Laval, ETH Zurich
Cites: 39
Cited by: 292
Related to: 10
FWCI: 9.603
Citation percentile (by year/subfield): 97.84
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Reduced inequalities
Open Access status: bronze