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Communications in Statistics - Simulation and Computation Volume 36, 2007 - Issue 5
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Copulas and Applications

Simulating from Exchangeable Archimedean Copulas

Florence Wu Genworth Financial Inc., Sydney, New South Wales, AustraliaCorrespondence[email protected]
,
Emiliano Valdez School of Actuarial Studies, Faculty of Commerce & Economics, Sydney, New South Wales, Australia
&
Michael Sherris School of Actuarial Studies, Faculty of Commerce & Economics, Sydney, New South Wales, Australia
Pages 1019-1034 | Received 28 Oct 2006, Accepted 09 Dec 2006, Published online: 28 Aug 2007

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Marius Hofert, Avinash Prasad & Mu Zhu. (2023) Dependence Model Assessment and Selection with DecoupleNets. Journal of Computational and Graphical Statistics 32:4, pages 1272-1286.
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