Multivariate copulas with hairpin support
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DOI: 10.1016/j.jmva.2014.06.009
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References listed on IDEAS
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Cited by:
- Kokol Bukovšek, Damjana & Košir, Tomaž & Mojškerc, Blaž & Omladič, Matjaž, 2022. "Extreme generators of shock induced copulas," Applied Mathematics and Computation, Elsevier, vol. 429(C).
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Keywords
Copula; Stochastic measure; Hairpin support; Extreme points;All these keywords.
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