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- W2074081621 abstract "For every n≥3, a method is introduced and investigated for generating n-dimensional copulas starting with an (n−1)-dimensional copula already known. These copulas are particularly useful when the behaviour of a random vector (X 1, X 2, …, X n−1) formed by n−1 components is known, but another random variable, say X n , should be included into the model. An illustration of the usefulness of this construction is presented, showing some of its computational features." @default.
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- W2074081621 date "2012-06-01" @default.
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- W2074081621 title "A method for constructing higher-dimensional copulas" @default.
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- W2074081621 doi "https://doi.org/10.1080/02331888.2010.535903" @default.
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