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Construction of asymmetric multivariate copulas

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Eckhard Liebscher

Erratum to “Construction of asymmetric multivariate copulas” [J. Multivariate Anal. 99 (2008) 2234–2250]

JOURNAL ARTICLE published April 2011 in Journal of Multivariate Analysis

Authors: Eckhard Liebscher

Dependence structure of conditional Archimedean copulas

JOURNAL ARTICLE published March 2008 in Journal of Multivariate Analysis

Authors: Mhamed Mesfioui | Jean-François Quessy

Dependence properties and Bayesian inference for asymmetric multivariate copulas

JOURNAL ARTICLE published November 2019 in Journal of Multivariate Analysis

Authors: Julyan Arbel | Marta Crispino | Stéphane Girard

Extremal dependence of copulas: A tail density approach

JOURNAL ARTICLE published February 2013 in Journal of Multivariate Analysis

Research funded by NSF (CMMI 0825960,DMS 1007556)

Authors: Haijun Li | Peiling Wu

On convergence and singularity of conditional copulas of multivariate Archimedean copulas, and conditional dependence

JOURNAL ARTICLE published May 2024 in Journal of Multivariate Analysis

Authors: Thimo M. Kasper

A class of multivariate copulas based on products of bivariate copulas

JOURNAL ARTICLE published September 2015 in Journal of Multivariate Analysis

Authors: Gildas Mazo | Stéphane Girard | Florence Forbes

Corrigendum to: “The centred parametrization for the multivariate skew-normal distribution” [J. Multivariate Anal. 99 (2008) 1362–1382]

JOURNAL ARTICLE published April 2009 in Journal of Multivariate Analysis

Authors: Reinaldo B. Arellano-Valle | Adelchi Azzalini

Construction and sampling of Archimedean and nested Archimedean Lévy copulas

JOURNAL ARTICLE published June 2015 in Journal of Multivariate Analysis

Authors: Oliver Grothe | Marius Hofert

Corrigendum to “Asymptotic results in segmented multiple regression” [J. Multivariate Anal. 99 (2008) 2016–2038]

JOURNAL ARTICLE published July 2017 in Journal of Multivariate Analysis

Authors: Jeankyung Kim | Hyune-Ju Kim

ANNOUNCEMENT

JOURNAL ARTICLE published January 2008 in Journal of Multivariate Analysis

Editorial Board

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Multivariate lag-windows and group representations

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Authors: Arthur Berg

Tails of multivariate Archimedean copulas

JOURNAL ARTICLE published August 2009 in Journal of Multivariate Analysis

Authors: Arthur Charpentier | Johan Segers

Editorial Board

JOURNAL ARTICLE published November 2008 in Journal of Multivariate Analysis

Editorial Board

JOURNAL ARTICLE published August 2008 in Journal of Multivariate Analysis

Editorial Board

JOURNAL ARTICLE published September 2008 in Journal of Multivariate Analysis

Some notes on multivariate generalized Pareto distributions

JOURNAL ARTICLE published July 2008 in Journal of Multivariate Analysis

Authors: René Michel

Multivariate Archimax copulas

JOURNAL ARTICLE published April 2014 in Journal of Multivariate Analysis

Research funded by LABEX MILYON (ANR–10–LABX–0070)

Authors: A. Charpentier | A.-L. Fougères | C. Genest | J.G. Nešlehová

Characterizations of multivariate life distributions

JOURNAL ARTICLE published October 2008 in Journal of Multivariate Analysis

Authors: N. Unnikrishnan Nair | P.G. Sankaran