Multivariate Archimax copulas

A. Charpentier, Anne-Laure Fougères, Christian Genest, Johanna Neslehová. Multivariate Archimax copulas. J. Multivariate Analysis, 126:118-136, 2014. [doi]

Authors

A. Charpentier

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Anne-Laure Fougères

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Christian Genest

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Johanna Neslehová

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