Multivariate extreme value copulas with factor and tree dependence structures

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  2. Multivariate extreme value copulas with factor and tree dependence structures

Multivariate extreme value copulas with factor and tree dependence structures

TitleMultivariate extreme value copulas with factor and tree dependence structures
Publication TypeJournal Article
Year of Publication2018
AuthorsLee, D, Joe, H
JournalExtremes
Volume21
Pagination147-176
Date PublishedMAR
DOI10.1007/s10687-017-0298-0 ISSN = 1386-1999