A class of multivariate copulas based on products of bivariate copulas (Q495386): Difference between revisions

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-Stéphane Girard
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-Florence Forbes
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+https://doi.org/10.1016/j.jmva.2015.06.001
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+Pair-copula constructions of multiple dependence
@@ Property / cites work: Pair-copula constructions of multiple dependence / rank @@
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@@ Property / cites work @@
+Dependence measures for extreme value analyses
@@ Property / cites work: Dependence measures for extreme value analyses / rank @@
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@@ Property / cites work @@
+The t Copula and Related Copulas
@@ Property / cites work: The t Copula and Related Copulas / rank @@
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@@ Property / cites work @@
+Elliptical copulas: Applicability and limitations.
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+A semiparametric estimation procedure of dependence parameters in multivariate families of distributions
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+Tests of symmetry for bivariate copulas
@@ Property / cites work: Tests of symmetry for bivariate copulas / rank @@
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@@ Property / cites work @@
+Tests of independence and randomness based on the empirical copula process
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@@ Property / cites work @@
+A characterization of Gumbel's family of extreme value distributions
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@@ Property / cites work @@
+Q5262079
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@@ Property / cites work @@
+Q4382161
@@ Property / cites work: Q4382161 / rank @@
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+Large-sample tests of extreme-value dependence for multivariate copulas
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@@ Property / cites work @@
+A Non-parametric Test of Exchangeability for Extreme-Value and Left-Tail Decreasing Bivariate Copulas
+Normal rank
@@ Property / cites work @@
+Construction of asymmetric multivariate copulas
@@ Property / cites work: Construction of asymmetric multivariate copulas / rank @@
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@@ Property / cites work @@
+Erratum to ``Construction of asymmetric multivariate copulas''
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@@ Property / cites work @@
+Q3825957
@@ Property / cites work: Q3825957 / rank @@
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@@ Property / cites work @@
+Q5706744
@@ Property / cites work: Q5706744 / rank @@
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@@ Property / cites work @@
+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
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@@ Property / cites work @@
+Q3281461
@@ Property / cites work: Q3281461 / rank @@
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+Publication:495386