On an asymmetric extension of multivariate Archimedean copulas based on quadratic form
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Cites work
- scientific article; zbMATH DE number 3163305 (Why is no real title available?)
- scientific article; zbMATH DE number 3656971 (Why is no real title available?)
- scientific article; zbMATH DE number 3638844 (Why is no real title available?)
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- Construction of asymmetric copulas and its application in two-dimensional reliability modelling
- Construction of asymmetric multivariate copulas
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- From Archimedean to Liouville copulas
- Hierarchical Kendall copulas: properties and inference
- Multivariate Archimax copulas
- Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions
- Multivariate concordance
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- On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators
- On the construction of copulas and quasi-copulas with given diagonal sections
- On the distortion of a copula and its margins
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Cited in
(5)- On a construction of multivariate distributions given some multidimensional marginals
- On the degree of asymmetry of a quasi-copula with respect to a curve
- Construction of asymmetric multivariate copulas
- Polynomial bivariate copulas of degree five: characterization and some particular inequalities
- Dependence properties and Bayesian inference for asymmetric multivariate copulas
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