Sampling algorithms for generating joint uniform distributions using the vine-copula method

Multivariate Models and Dependence Concepts.

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Pair-copula constructions of multiple dependence

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A distribution-free approach to inducing rank correlation among input variables

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Vines--a new graphical model for dependent random variables

Tim Bedford, Roger Cooke · The Annals of Statistics · 2002 · 1.4K citations · Full text

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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