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20202025
most citedRank-based Estimation under Asymptotic Dependence and Independence, with Applications to Spatial Extremes

6 citations · 6 across the 5 of their papers we have counts for

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math.PR2022

A new family of smooth copulas with arbitrarily irregular densities

Michaël Lalancette, Robert Zimmerman

Copulas are known to satisfy a number of regularity properties, and one might therefore believe that their densities, when they exist, admit a certain degree of regularity themselv…