Erratum to ``Construction of asymmetric multivariate copulas

DOI10.1016/J.JMVA.2010.12.004MaRDI QIDQ632759zbMATH OpenOpenAlexFDO

Authors Eckhard Liebscher

Publication date 25 March 2011

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2010.12.004

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Measures of association (correlation, canonical correlation, etc.) (62H20)

Cites work

• A goodness-of-fit test for bivariate extreme-value copulas
• An introduction to copulas.
• Construction of asymmetric multivariate copulas
• scientific article; zbMATH DE number 1134711 (Why is no real title available?)

Cited in

(10)

• Copulas, uncertainty, and false discovery rate control
• Dependence properties and Bayesian inference for asymmetric multivariate copulas
• Non-exchangeable copulas and multivariate total positivity
• An order of asymmetry in copulas, and implications for risk management
• Likelihood inference for Archimedean copulas in high dimensions under known margins
• A class of multivariate copulas based on products of bivariate copulas
• Asymmetric copulas and their application in design of experiments
• Comments on: Inference in multivariate Archimedean copula models
• On comprehensive families of copulas involving the three basic copulas and transformations thereof
• Marshall-Olkin type copulas generated by a global shock

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