Copulas: Tales and facts

Time Series: Theory and Methods

Eric R. Ziegel, Peter J. Brockwell, Richard A. Davis · Technometrics · 1992 · 5.1K citations

Computing, Data Science, Econometrics +16

Multivariate Models and Dependence Concepts.

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

Business, Biostatistics, Statistical Modeling +12

Quantitative Risk Management: Concepts, Techniques, and Tools

Christine M. Anderson‐Cook · Journal of the American Statistical Association · 2006 · 2K citations

Business, Risk Management, Risk Analysis +12

The Asymptotic Theory of Extreme Order Statistics

John E. Angus, János Galambos · Technometrics · 1990 · 1.8K citations

Natural Sciences, Mathematics, Probability Theory +12

Statistical Inference Procedures for Bivariate Archimedean Copulas

Christian Genest, Louis‐Paul Rivest · Journal of the American Statistical Association · 1993 · 1.2K citations

Natural Sciences, Mathematics, Probability Theory +15