Erratum to ``Construction of asymmetric multivariate copulas

DOI10.1016/J.JMVA.2010.12.004zbMATH Open1352.62075OpenAlexW2087880923MaRDI QIDQ632759FDOQ632759

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

• Title not available (Why is that?)
• An introduction to copulas.
• Construction of asymmetric multivariate copulas
• A goodness-of-fit test for bivariate extreme-value copulas

Cited In (9)

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

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