An empirical analysis of multivariate copula models (Q3650966): Difference between revisions

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+Pair-copula constructions of multiple dependence
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+Probability density decomposition for conditionally dependent random variables modeled by vines
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+Vines -- a new graphical model for dependent random variables.
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Constructing multivariate distributions with specific marginal distributions
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+A method to obtain new copulas from a given one
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+An introduction to copulas.
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+Aggregation of dependent risks using the Koehler-Symanowski copula function
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+Remarks on a Multivariate Transformation
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+Hierarchies of Archimedean copulas
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