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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th-cmuir.6653943832-407772017-09-28T04:11:25Z Constructions of multivariate copulas Zhu X. Wang T. Pipitpojanakarn V. © 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 illustration of our results. 2017-09-28T04:11:25Z 2017-09-28T04:11:25Z Book Series 1860949X 2-s2.0-85012899543 10.1007/978-3-319-50742-2_15 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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© 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 illustration of our results. |
| format |
Book Series |
| author |
Zhu X. Wang T. Pipitpojanakarn V. |
| spellingShingle |
Zhu X. Wang T. Pipitpojanakarn V. Constructions of multivariate copulas |
| author_facet |
Zhu X. Wang T. Pipitpojanakarn V. |
| author_sort |
Zhu X. |
| title |
Constructions of multivariate copulas |
| title_short |
Constructions of multivariate copulas |
| title_full |
Constructions of multivariate copulas |
| title_fullStr |
Constructions of multivariate copulas |
| title_full_unstemmed |
Constructions of multivariate copulas |
| title_sort |
constructions of multivariate copulas |
| publishDate |
2017 |
| url |
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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