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
格式: Book Series
出版: 2018
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在線閱讀: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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機構: Chiang Mai University