Concepedia

-extendible copulas

Jan-Frederik Mai, Matthias Scherer

Journal of Multivariate Analysis · 2012 · 29 citations · 29 references

DOI

References

29

Statistical Theory of Reliability and Life Testing-Probability Models

Donald R. Smith, Richard E. Barlow, Frank Proschan · Technometrics · 1977 · 3.7K citations

, , +14

Multivariate Models and Dependence Concepts.

Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations

, , +12

A Multivariate Exponential Distribution

Albert W. Marshall, Ingram Olkin · Journal of the American Statistical Association · 1967 · 1.6K citations

, , +13

On Default Correlation

David X. Li · The Journal of Fixed Income · 2000 · 1.3K citations

, , +17

Metric spaces and positive definite functions

I. J. Schoenberg · Transactions of the American Mathematical Society · 1938 · 711 citations

, , +6