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Didier Rullière
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Laboratoire: ISFA (FR) |
Publications
2017
- [DR17] E. Di Bernardino, . Rullière . "A note on upper-patched generators for Archimedean copulas", ESAIM: Probability and Statistics, vol. Forthcoming article(-), pp. -, 2017
Revue Internationale avec comité de lecture
2016
- [DR16a] E. Di Bernardino, . Rullière . "On an asymmetric extension of multivariate Archimedean copulas based on quadratic form", Dependence Modeling, vol. 4(1), pp. -, 2016
- [DR16] E. Di Bernardino, . Rullière . "On tail dependence coefficients of transformed multivariate Archimedean copulas", Fuzzy Sets and Systems, vol. 284, pp. 89–112, 2016
