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A class of multivariate copulas based on products of bivariate copulas
16 references·2 citing·30 second hop
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  • 2007Pair-copula constructions of multiple dependence2,055 cited
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  • 1989

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A characterization of gumbel's family of extreme value distributions
139 cited

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  • 2021Modeling asymmetrically dependent multivariate ocean data using truncated copulas27 cited
  • 2022Copula ARMA-GARCH modelling of spatially and temporally correlated time series data for transportation planning use26 cited