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

@@ Property / DOI @@
-.1016/j.jmva.2017.01.008
@@ Property / DOI: 10.1016/j.jmva.2017.01.008 / rank @@
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+Joe, Harry
@@ Property / author: Joe, Harry / rank @@
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+W2573623087
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@@ Property / cites work @@
+Pair-copula constructions of multiple dependence
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@@ Property / DOI @@
+.1016/J.JMVA.2017.01.008
@@ Property / DOI: 10.1016/J.JMVA.2017.01.008 / rank @@
+Normal rank