Multivariate extreme value copulas with factor and tree dependence structures
Crossref DOI link: https://doi.org/10.1007/s10687-017-0298-0
Published Online: 2017-06-06
Published Print: 2018-03
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lee, David http://orcid.org/0000-0001-9957-233X
Joe, Harry
Funding for this research was provided by:
NSERC Discovery Grant (8698)
Text and Data Mining valid from 2017-06-06
Article History
Received: 23 November 2016
Revised: 17 May 2017
Accepted: 22 May 2017
First Online: 6 June 2017