On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
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Publication:727664
DOI10.1515/DEMO-2016-0019zbMATH Open1352.62091OpenAlexW2560561710MaRDI QIDQ727664FDOQ727664
Authors: Elena Di Bernardino, Didier Rullière
Publication date: 20 December 2016
Published in: Dependence Modeling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/demo-2016-0019
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Cited In (5)
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
- On a construction of multivariate distributions given some multidimensional marginals
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- On the degree of asymmetry of a quasi-copula with respect to a curve
- Construction of asymmetric multivariate copulas
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