Construction of asymmetric multivariate copulas

DOI10.1016/j.jmva.2008.02.025zbMath1151.62043OpenAlexW2076562295MaRDI QIDQ957308

Publication date: 27 November 2008

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmva.2008.02.025

zbMATH Keywords

copula Archimedean copula tail dependence

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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