A method for constructing asymmetric pair-copula and its application
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Publication:5154070
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Cites work
- A characterization of Gumbel's family of extreme value distributions
- A goodness of fit test for copulas based on Rosenblatt's transformation
- An introduction to copulas.
- Asymptotic efficiency of the two-stage estimation method for copula-based models
- Construction of asymmetric multivariate copulas
- scientific article; zbMATH DE number 1134711 (Why is no real title available?)
- scientific article; zbMATH DE number 1865746 (Why is no real title available?)
- New Families of Copulas Based on Periodic Functions
- Pair-copula constructions of multiple dependence
- Probability density decomposition for conditionally dependent random variables modeled by vines
- Spearman's ρ is larger than kendall's τ for positively dependent random variables
- Vines -- a new graphical model for dependent random variables.
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