Now showing items 1-2 of 2

    • Exchangeability of copulas 

      Harder, Michael (Universität Ulm, 2016-07-08)
      When studying the dependence structure of multivariate random vectors, the copula is crucial. A copula is called exchangeable, if it is invariant under any permutation of its arguments. In this thesis, a limit for the ...
    • Modelling extremal dependence 

      Lecei, Ivan (Universität Ulm, 2018-12-11)
      A number of existing results in the field of multivariate extreme value theory are presented, such as the estimation and simulation of certain functions associated in the extreme value context. Moreover, a couple of new ...