Copula theory provides a unifying framework for modelling the dependence structure among multiple random variables independently of their marginal distributions. At its core is the decomposition of ...

We propose a novel approach for the computation of the probability distribution of a counting variable linked to a particular kind of hierarchical multivariate copula function called a clusterized ...

We propose a family of copula-based multivariate distributions with g-and-h marginals. After studying the properties of the distribution, we develop a two-step estimation strategy and analyze via ...