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Construction of asymmetric multivariate copulas

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References

1999An Introduction to Copulas7,743 cited
1998Understanding Relationships Using Copulas1,258 cited
1995A Semiparametric Estimation Procedure of Dependence Parameters in Multivariate Families of Distributions1,227 cited
2004Asymptotic efficiency of the two-stage estimation method for copula-based models602 cited
2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions598 cited
2006Efficient Estimation of Semiparametric Multivariate Copula Models256 cited

Cited by

2010Copula Theory: An Introduction226 cited
2012Likelihood inference for Archimedean copulas in high dimensions under known margins143 cited
2011Tests of symmetry for bivariate copulas113 cited
2018Modeling multivariate ocean data using asymmetric copulas107 cited
2009On the construction of multivariate extreme value models via copulas103 cited
2011A goodness-of-fit test for bivariate extreme-value copulas97 cited
2014Detecting changes in cross-sectional dependence in multivariate time series61 cited
2020Copula-Based Quantification of Probabilistic Dependence Configurations of Material Parameters in Damage Constitutive Modeling of Concrete60 cited

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2023

Refined probabilistic response and seismic reliability evaluation of high-rise reinforced concrete structures via physically driven dimension-reduced probability density evolution equation

49 cited

2011Large-sample tests of extreme-value dependence for multivariate copulas48 cited

2013Analysis of directional dependence using asymmetric copula-based regression models48 cited

2013Assessing and Modeling Asymmetry in Bivariate Continuous Data48 cited

2018On Intuitionistic Fuzzy Copula Aggregation Operators in Multiple- Attribute Decision Making48 cited

2014Financial Engineering with Copulas Explained47 cited

2023Improved dynamic design method of ballasted high-speed railway bridges using surrogate-assisted reliability-based design optimization of dependent variables41 cited

2011A generalized beta copula with applications in modeling multivariate long-tailed data41 cited