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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Main Authors: Xiaonan Zhu, Tonghui Wang, Varith Pipitpojanakarn
Format: Book Series
Published: 2018
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Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012899543&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46700
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Institution: Chiang Mai University
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spelling th-cmuir.6653943832-467002018-04-25T07:28:02Z Constructions of multivariate copulas Xiaonan Zhu Tonghui Wang Varith Pipitpojanakarn Agricultural and Biological Sciences © 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. 2018-04-25T06:59:40Z 2018-04-25T06:59:40Z 2017-02-01 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/6653943832/46700
institution Chiang Mai University
building Chiang Mai University Library
country Thailand
collection CMU Intellectual Repository
topic Agricultural and Biological Sciences
spellingShingle Agricultural and Biological Sciences
Xiaonan Zhu
Tonghui Wang
Varith Pipitpojanakarn
Constructions of multivariate copulas
description © 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 Xiaonan Zhu
Tonghui Wang
Varith Pipitpojanakarn
author_facet Xiaonan Zhu
Tonghui Wang
Varith Pipitpojanakarn
author_sort Xiaonan Zhu
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 2018
url https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012899543&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/46700
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