Closure to “Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask” by C. Genest and A.-C. Favre
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VIEW THE REPLYAuthors: Christian Genest and Anne-Catherine FavreAuthor Affiliations
Publication: Journal of Hydrologic Engineering
Volume 13, Issue 10
1084-0699(2008)13:10(996)/asset/e72e2e2c-de51-4a56-9c3a-9d061819085c/assets/(asce)1084-0699(2008)13:10(996).fp.png)
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References
Kim, G., Silvapulle, M. J., and Silvapulle, P. (2007). “Comparison of semiparametric and parametric methods for estimating copulas.” Comput. Stat. Data Anal., 51(6), 2836–2850.
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Published In
Journal of Hydrologic Engineering
Volume 13 • Issue 10 • October 2008
Pages: 996
Copyright
© 2008 ASCE.
History
Received: Mar 25, 2008
Accepted: Mar 31, 2008
Published online: Oct 1, 2008
Published in print: Oct 2008
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Authors
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Christian Genest
Professor, Dépt. de mathématiques et de statistique, Univ. Laval, Québec QC, Canada G1K 7P4.
Anne-Catherine Favre
Professor, Chaire en Hydrologie Statistique, INRS, Eau, Terre et Environnement, Québec QC, Canada G1K 9A9. E-mail: [email protected]
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