Constructions of multivariate copulas

© Springer International Publishing AG 2017. In this chapter, several general methods of constructions of multivariate copulas are presented, which are generalizations of some existing constructions in bivariate copulas. Dependence properties of new families are explored and examples are given for i...

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Bibliographic Details
Main Authors: Zhu X., Wang T., Pipitpojanakarn V.
Format: Book Series
Published: 2017
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012899543&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/40777
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Institution: Chiang Mai University