Please use this identifier to cite or link to this item: 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

Files in This Item:
There are no files associated with this item.


Items in CMUIR are protected by copyright, with all rights reserved, unless otherwise indicated.