Erratum to ``Construction of asymmetric multivariate copulas
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Publication:632759
DOI10.1016/j.jmva.2010.12.004zbMath1352.62075OpenAlexW2087880923MaRDI QIDQ632759
Publication date: 25 March 2011
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.12.004
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (9)
An order of asymmetry in copulas, and implications for risk management ⋮ Marshall-Olkin type copulas generated by a global shock ⋮ Likelihood inference for Archimedean copulas in high dimensions under known margins ⋮ A class of multivariate copulas based on products of bivariate copulas ⋮ Dependence properties and Bayesian inference for asymmetric multivariate copulas ⋮ Copulas, uncertainty, and false discovery rate control ⋮ Non-exchangeable copulas and multivariate total positivity ⋮ Asymmetric Copulas and Their Application in Design of Experiments ⋮ Comments on: Inference in multivariate Archimedean copula models
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