A class of multivariate copulas based on products of bivariate copulas

Gildas Mazo, Stéphane Girard, Florence Forbes. A class of multivariate copulas based on products of bivariate copulas. J. Multivariate Analysis, 140:363-376, 2015. [doi]

Authors

Gildas Mazo

This author has not been identified. Look up 'Gildas Mazo' in Google

Stéphane Girard

This author has not been identified. Look up 'Stéphane Girard' in Google

Florence Forbes

This author has not been identified. Look up 'Florence Forbes' in Google