Multivariate Archimax copulas (Q2438634): Difference between revisions

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+https://doi.org/10.1016/j.jmva.2013.12.013
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+W2059296920
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+Q3098520
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+Statistics of Extremes
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+Default models based on scale mixtures of Marshall-Olkin copulas: properties and applications
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+Bivariate distributions with given extreme value attractor
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+On Pickands coordinates in arbitrary dimensions
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+Dense classes of multivariate extreme value distributions
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+A characterization of Gumbel's family of extreme value distributions
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+Efficiently sampling nested Archimedean copulas
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+Multivariate distributions from mixtures of max-infinitely divisible distributions
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+Extremal behavior of Archimedean copulas
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+Orthant tail dependence of multivariate extreme value distributions
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+A TRACTABLE MULTIVARIATE DEFAULT MODEL BASED ON A STOCHASTIC TIME-CHANGE
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+Families of Multivariate Distributions
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+Q5706744
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+From Archimedean to Liouville copulas
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+\(d\)-dimensional dependence functions and Archimax copulas
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+A characterization of absolutely monotonic (Δ) functions
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+Simulation of multivariate extreme values
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+An introduction to copulas.
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+Homogeneous distributions -- and a spectral representation of classical mean values and stable tail dependence functions
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+Max-stable models for multivariate extremes
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+Simulating multivariate extreme value distributions of logistic type
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