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The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure
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The class of multivariate max-id copulas with $\ell_{1}$-norm symmetric exponent measure (2018)The class of multivariate max-id copulas …Multivariate Archimax copulas (2014)Multivariate Archimax copulasFactor copula models for multivariate data (2013)Factor copula models for mult…-extendible copulas (2012)-extendible copulasExtremal behavior of Archimedean copulas (2011)Extremal behavior of Archimed…Tails of multivariate Archimedean copulas (2009)Tails of multivariate Archime…Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions (2009)Multivariate Archimedean copu…On Finite-Dimensional Archimedean Copulas (2001)On Finite-Dimensional Archime…Contributions à l'étude des copules et à la modélisation de valeurs extrêmes bivariées (1995)Contributions à l'étude des c…A characterization of gumbel's family of extreme value distributions (1989)A characterization of gumbel'…Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données (1986)Copules archimédiennes et fam…Max-infinite divisibility (1977)Max-infinite divisibilityLa prévision : ses lois logiques, ses sources subjectives (1937)On Default Correlation (2000)Lévy Processes and Stochastic Calculus (2004)CIID Frailty Models and Implied Copulas (2013)A copula‐based risk aggregation model (2015)Risk Measurement of Stock Markets in BRICS, G7, and G20: Vine Copulas versus Factor Copulas (2019)MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE* (2006)Pair-copula constructions of multiple dependence (2007)Quantitative Risk Management (2011)High dimensional dynamic stochastic copula models (2015)Advances in statistical modeling of spatial extremes (2020)Why Ordinal Variables Can (Almost) Always Be Treated as Continuous Variables: Clarifying Assumptions of Robust Continuous and Ordinal Factor Analysis Estimation Methods (2020)An Introduction to Copulas (1999)Copula Methods in Finance (2004)Asymptotics of random contractions (2010)Asymptotics for risk capital allocations based on Conditional Tail Expectation (2011)Second order regular variation and conditional tail expectation of multiple risks (2011)Statistical Inference Procedures for Bivariate Archimedean Copulas (1993)Understanding Relationships Using Copulas (1998)Asymptotics of empirical copula processes under non-restrictive smoothness assumptions (2012)A multivariate copula‐based framework for dealing with hazard scenarios and failure probabilities (2016)Extreme Values, Regular Variation and Point Processes (1987)Quantitative Risk Management: Concepts, Techniques, and Tools (2005)Homogeneous distributions—And a spectral representation of classical mean values and stable tail dependence functions (2013)Financial Engineering with Copulas Explained (2014)Copulae: An overview and recent developments (2021)Modelling Extremal Events (1997)A test for Archimedeanity in bivariate copula models (2012)Strength of tail dependence based on conditional tail expectation (2013)Ordinal Measures of Association (1958)The Performance of Some Correlation Coefficients for a General Bivariate Distribution (1960)On Nonparametric Measures of Dependence for Random Variables (1981)Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask (2007)Limit theory for multivariate sample extremes (1977)Estimating the limit distribution of multivariate extremes (1993)Limit Laws for Random Vectors with an Extreme Component (2005)Extremal Theory for Stochastic Processes (1988)The Asymptotic Theory of Extreme Order Statistics (1990)Large-sample tests of extreme-value dependence for multivariate copulas (2011)
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References

  • 2009Tails of multivariate Archimedean copulas1,008 cited
  • 2014Multivariate Archimax copulas938 cited
  • 2009Multivariate Archimedean copulas, d-monotone functions and ℓ1-norm symmetric distributions512 cited
  • 1986Copules archimédiennes et families de lois bidimensionnelles dont les marges sont données412 cited
  • 2013Factor copula models for multivariate data185 cited
  • 1989A characterization of gumbel's family of extreme value distributions139 cited
  • 1977Max-infinite divisibility127 cited
  • 1995Contributions à l'étude des copules et à la modélisation de valeurs extrêmes bivariées57 cited
  • 2011Extremal behavior of Archimedean copulas41 cited
  • 2012-extendible copulas29 cited
  • 2001On Finite-Dimensional Archimedean Copulas24 cited

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