Orthant tail dependence of multivariate extreme value distributions
Journal of Multivariate Analysis
Efficiently sampling nested Archimedean copulas
Computational Statistics & Data Analysis
Tail order and intermediate tail dependence of multivariate copulas
Journal of Multivariate Analysis
Likelihood inference for Archimedean copulas in high dimensions under known margins
Journal of Multivariate Analysis
Journal of Multivariate Analysis
Vine copulas with asymmetric tail dependence and applications to financial return data
Computational Statistics & Data Analysis
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