2015
DOI: 10.1007/978-3-319-27284-9_10
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Multiple Copula Regression Function and Directional Dependence Under Multivariate Non-exchangeable Copulas

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Cited by 3 publications
(1 citation statement)
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“…The exchangeable or radially symmetric copulas cannot capture asymmetric dependence among components of the variables. [6][7][8][9][10][11] Recently, several researchers have put considerable e®orts into developing multivariate asymmetric copulas. [12][13][14][15] The hierarchical Archimedean copulas are constructed from the idea of the compositions of simple Archimedean copulas.…”
Section: Introductionmentioning
confidence: 99%
“…The exchangeable or radially symmetric copulas cannot capture asymmetric dependence among components of the variables. [6][7][8][9][10][11] Recently, several researchers have put considerable e®orts into developing multivariate asymmetric copulas. [12][13][14][15] The hierarchical Archimedean copulas are constructed from the idea of the compositions of simple Archimedean copulas.…”
Section: Introductionmentioning
confidence: 99%