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.6653943832-571302018-09-05T03:35:19Z Constructions of multivariate copulas Xiaonan Zhu Tonghui Wang Varith Pipitpojanakarn Computer Science © 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. 2018-09-05T03:35:19Z 2018-09-05T03:35:19Z 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/6653943832/57130 |
| institution |
Chiang Mai University |
| building |
Chiang Mai University Library |
| country |
Thailand |
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CMU Intellectual Repository |
| topic |
Computer Science |
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Computer Science 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/6653943832/57130 |
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