On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
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Publication:727664
DOI10.1515/demo-2016-0019zbMath1352.62091OpenAlexW2560561710MaRDI QIDQ727664
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
Related Items (3)
Polynomial bivariate copulas of degree five: characterization and some particular inequalities ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ On a construction of multivariate distributions given some multidimensional marginals
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Cites Work
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