Blier-Wong, Christopher; Cossette, Hélène; Marceau, Etienne Stochastic representation of FGM copulas using multivariate Bernoulli random variables. (English) Zbl 07533782 Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022). MSC: 62-XX PDFBibTeX XMLCite \textit{C. Blier-Wong} et al., Comput. Stat. Data Anal. 173, Article ID 107506, 24 p. (2022; Zbl 07533782) Full Text: DOI
Górecki, Jan; Hofert, Marius; Okhrin, Ostap Outer power transformations of hierarchical Archimedean copulas: construction, sampling and estimation. (English) Zbl 1510.62227 Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021). MSC: 62H05 62-08 PDFBibTeX XMLCite \textit{J. Górecki} et al., Comput. Stat. Data Anal. 155, Article ID 107109, 28 p. (2021; Zbl 1510.62227) Full Text: DOI arXiv
Chaoubi, Ihsan; Cossette, Hélène; Marceau, Etienne; Robert, Christian Y. Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs. (English) Zbl 1510.62225 Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021). MSC: 62H05 PDFBibTeX XMLCite \textit{I. Chaoubi} et al., Comput. Stat. Data Anal. 154, Article ID 107071, 33 p. (2021; Zbl 1510.62225) Full Text: DOI