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http://cmuir.cmu.ac.th/jspui/handle/6653943832/57130| Title: | Constructions of multivariate copulas |
| Authors: | Xiaonan Zhu Tonghui Wang Varith Pipitpojanakarn |
| Authors: | Xiaonan Zhu Tonghui Wang Varith Pipitpojanakarn |
| Keywords: | Computer Science |
| Issue Date: | 1-Feb-2017 |
| Abstract: | © 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. |
| URI: | https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85012899543&origin=inward http://cmuir.cmu.ac.th/jspui/handle/6653943832/57130 |
| ISSN: | 1860949X |
| Appears in Collections: | CMUL: Journal Articles |
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