Erratum to "Construction of asymmetric multivariate copulas" [J. Multivariate Anal. 99 (2008) 2234-2250]

Journal of Multivariate Analysis

Volumn 102, Issue 4, 2011, Pages 869-870

  Liebscher, Eckhard ^a  

^a University of Applied Sciences Merseburg   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79951550002     PISSN: 0047259X     EISSN: 10957243     Source Type: Journal    
DOI: 10.1016/j.jmva.2010.12.004     Document Type: Erratum

References (5)

1. Buchanan W.B., Singpurwalla N.D. Some stochastic characterization of multivariate survival. Theory and Applications of Reliability 1977, vol. I:329-348. Academic Press, New York.
2. C. Genest, I. Kojadinovic, J. Nešlehová, J. Yan, A goodness-of-fit test for extreme-value copulas, Bernoulli 17 (2011) (in press).
3. Joe H. Multivariate Models and Dependence Concepts 1997, Chapman & Hall, London.
4. Liebscher E. Construction of asymmetric multivariate copulas. J. Multivariate Anal. 2008, 99:2234-2250.
5. Nelsen R.B. An Introduction to Copulas. Lecture Notes in Statistics 2006, vol. 139. Springer. second ed.