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Hierarchical Archimedean copulas through multivariate compound distributions
Insurance: Mathematics and Economics, 2017Etienne Marceau +2 more
exaly
Diagonal copulas of archimedean class
Communications in Statistics - Theory and Methods, 1996Ym Yang, Engin A Sungur
exaly
On the construction of nested Archimedean copulas for d-monotone generators
Statistics and Probability Letters, 2015Mohsen Rezapour
exaly
On tail dependence coefficients of transformed multivariate Archimedean copulas
Fuzzy Sets and Systems, 2016Walter W Piegorsch
exaly
Simulating from Exchangeable Archimedean Copulas
Communications in Statistics Part B: Simulation and Computation, 2007Michael Sherris
exaly
Multinomial choice models based on Archimedean copulas
AStA Advances in Statistical Analysis, 2015exaly

