Constructing and generalizing given multivariate copulas: a unifying approach

DOI10.1080/02331888.2010.500028zbMath1314.62124OpenAlexW2039349609MaRDI QIDQ2892878

Matthias Fischer, Christian Köck

Publication date: 25 June 2012

Published in: Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02331888.2010.500028

zbMATH Keywords

construction of copulasgeneralized Archimedean copulas

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)

Related Items (4)

On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators ⋮ Distorted mix method for constructing copulas with tail dependence ⋮ A Compendium of Copulas ⋮ On a bivariate copula for modeling negative dependence: application to New York air quality data

Cites Work

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• Construction of asymmetric multivariate copulas
• A method to obtain new copulas from a given one

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