A General Construction of Multivariate Dependence Structures with Nonmonotone Mappings and Its Applications
Author:
Affiliation:
1. Jean-François Quessy is Professor, Département de mathématiques et d’informatique, Université du Québec à Trois-Rivières, Trois-Rivières, Canada www.uqtr.ca/jean-francois.quessy.
Publisher
Institute of Mathematical Statistics
Reference54 articles.
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3. Aas, K., Czado, C., Frigessi, A. and Bakken, H. (2009). Pair-copula constructions of multiple dependence. Insurance Math. Econom. 44 182–198.
4. HALD, A. (1998). A History of Mathematical Statistics from 1750 to 1930. Wiley Series in Probability and Statistics: Texts and References Section. Wiley, New York.
5. MARSHALL, A. W. and OLKIN, I. (1983). Domains of attraction of multivariate extreme value distributions. Ann. Probab. 11 168–177.
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