A flexible and tractable class of one-factor copulas
DOI10.1007/S11222-015-9580-7zbMATH Open1505.62281OpenAlexW2184119903MaRDI QIDQ340843FDOQ340843
Authors: Gildas Mazo, F. Forbes, Stéphane Girard 
Publication date: 15 November 2016
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-015-9580-7
Recommendations
Computational methods for problems pertaining to statistics (62-08) Statistics of extreme values; tail inference (62G32) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)
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Cited In (11)
- Weighted least-squares inference for multivariate copulas based on dependence coefficients
- A general construction of multivariate dependence structures with nonmonotone mappings and its applications
- A goodness-of-fit test based on Kendall's process: Durante's bivariate copula models
- Fast inference methods for high-dimensional factor copulas
- Focal copulas: a common framework for various classes of semilinear copulas
- Linear factor copula models and their properties
- Generalized simulated method-of-moments estimators for multivariate copulas
- A class of multivariate copulas based on products of bivariate copulas
- Copulas based on Marshall-Olkin machinery
- A study of one-factor copula models from a tail dependence perspective
- Asymmetric copulas and their application in design of experiments
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