Generalized Diagonal Band Copulas with Two-Sided Generating Densities

Samuel Kotz, J. René van Dorp. Generalized Diagonal Band Copulas with Two-Sided Generating Densities. Decision Analysis, 7(2):196-214, 2010. [doi]

@article{KotzD10,
  title = {Generalized Diagonal Band Copulas with Two-Sided Generating Densities},
  author = {Samuel Kotz and J. René van Dorp},
  year = {2010},
  doi = {10.1287/deca.1090.0162},
  url = {http://dx.doi.org/10.1287/deca.1090.0162},
  researchr = {https://researchr.org/publication/KotzD10},
  cites = {0},
  citedby = {0},
  journal = {Decision Analysis},
  volume = {7},
  number = {2},
  pages = {196-214},
}