1. Copulas with truncation-invariance property;Ahmadi-Javid;Comm. Statist. Theory Methods,2009
2. Bivariate distributions with given extreme value attractor;Capéraà;J. Multivariate Anal.,2000
3. Limiting dependence structures for tail events, with applications to credit derivatives;Charpentier;J. Appl. Probab.,2006
4. A family of distributions for modelling nonelliptically symmetric multivariate data;Cook;J. Roy. Statist. Soc. Ser. B,1981
5. Pair-copula constructions of multivariate copulas;Czado,2010