Export 6 results:

Structured factor copula models: Theory, inference and computation. Journal of Multivariate Analysis, 138, pp.53-73.

, 2015. Tail-weighted measures of dependence. Journal of Applied Statistics, 42, pp.614-629.

, 2015. Relations between hidden regular variation and the tail order of copulas. Journal of Applied Probability, 51, pp.37-57.

, 2014. Factor copula models for multivariate data. Journal of Multivariate Analysis, 120, pp.85-101.

, 2013. Measures of tail asymmetry for bivariate copulas. Statistical Papers, 54, pp.709-726.

, 2013. Tail risk of multivariate regular variation. Methodology and Computing in Applied Probability, 13, pp.671-693.

, 2011.