Multivariate dependence modeling based on comonotonic factors

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  1. Department of Statistics
  2. Multivariate dependence modeling based on comonotonic factors

Multivariate dependence modeling based on comonotonic factors

TitleMultivariate dependence modeling based on comonotonic factors
Publication TypeJournal Article
Year of Publication2017
AuthorsHua, L, Joe, H
JournalJournal of Multivariate Analysis
Volume155
Pagination317-333
DOI10.1016/j.jmva.2017.01.008