Multivariate dependence modeling based on comonotonic factors (Q512029): Difference between revisions

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-.1016/j.jmva.2017.01.008
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+Pair-copula constructions of multiple dependence
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+Tail order and intermediate tail dependence of multivariate copulas
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+Dependence Modeling with Copulas
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+Families of Multivariate Distributions
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+Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
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+Pair Copula Constructions for Multivariate Discrete Data
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+A generalized beta copula with applications in modeling multivariate long-tailed data
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+.1016/J.JMVA.2017.01.008
@@ Property / DOI: 10.1016/J.JMVA.2017.01.008 / rank @@
+Normal rank