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Lower Tail Dependence for Archimedean Copulas: Characterizations and Pitfalls

open access: yes
Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution.For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the ...
Charpentier, A., Segers, J.J.J.
core  

An approximate-copula distribution for statistical modeling. [PDF]

open access: yesPLoS Comput Biol
Ji SS, Chu BB, Zhou H, Lange K.
europepmc   +1 more source

A Synthetic European Weather Dataset Based on Spatiotemporal Vine Copulas. [PDF]

open access: yesSci Data
Claassen JN   +4 more
europepmc   +1 more source

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