Multivariate Hierarchical Copulas with Shocks
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-009-9134-6.pdf
Reference23 articles.
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3. Durante F (2007) A new family of symmetric bivariate copulas. C R Math 344(3):195–198
4. Durante F, Salvadori G (2009) On the construction of multivariate extreme value models via copulas. Environmetrics (in press)
5. Durante F, Quesada-Molina JJ, Úbeda-Flores M (2007) On a family of multivariate copulas for aggregation processes. Inf Sci 177:5715–5724
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