Abstract
In this chapter, several general methods of constructions of multivariate copulas are presented, which are generalizations of some existing constructions in bivariate copulas. Dependence properties of new families are explored and examples are given for illustration of our results.
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The authors would like to thank referees for their valuable comments.
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Zhu, X., Wang, T., Pipitpojanakarn, V. (2017). Constructions of Multivariate Copulas. In: Kreinovich, V., Sriboonchitta, S., Huynh, VN. (eds) Robustness in Econometrics. Studies in Computational Intelligence, vol 692. Springer, Cham. https://doi.org/10.1007/978-3-319-50742-2_15
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DOI: https://doi.org/10.1007/978-3-319-50742-2_15
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