K. Aas, C. Czado, A. Frigessi, and H. Bakken, Pair-copula constructions of multiple dependence, Insurance: Mathematics and Economics, vol.44, issue.2, pp.182-198, 2009.
DOI : 10.1016/j.insmatheco.2007.02.001

E. F. Acar, C. Genest, and J. Ne?lehová, Beyond simplified pair-copula constructions, Journal of Multivariate Analysis, vol.110, pp.74-90, 2012.
DOI : 10.1016/j.jmva.2012.02.001

C. Amblard and S. Girard, A new extension of bivariate FGM copulas, Metrika, vol.8, issue.5, pp.1-17, 2009.
DOI : 10.1007/s00184-008-0174-7

URL : https://hal.archives-ouvertes.fr/inria-00134433

T. Bedford and R. M. Cooke, Probability density decomposition for conditionally dependent random variables modeled by vines, Annals of Mathematics and Artificial Intelligence, vol.32, issue.1/4, pp.245-268, 2001.
DOI : 10.1023/A:1016725902970

T. Bedford and R. M. Cooke, Vines?a new graphical model for dependent random variables. The Annals of Statistics, pp.1031-1068, 2002.

S. Coles, An introduction to statistical modeling of extreme values, 2001.
DOI : 10.1007/978-1-4471-3675-0

C. M. Cuadras and J. Augé, A continuous general multivariate distribution and its properties, Communications in Statistics - Theory and Methods, vol.37, issue.6, pp.339-353, 1981.
DOI : 10.1080/03610928108828042

M. D. Carvalho, Confidence intervals for the minimum of a function using extreme value statistics, International Journal of Mathematical Modelling and Numerical Optimisation, vol.2, issue.3, pp.288-296, 2011.
DOI : 10.1504/IJMMNO.2011.040793

M. De-carvalho, A generalization of the Solis???Wets method, Journal of Statistical Planning and Inference, vol.142, issue.3, pp.633-644, 2012.
DOI : 10.1016/j.jspi.2011.08.016

S. Demarta and A. J. Mcneil, The t Copula and Related Copulas, International Statistical Review, vol.1, issue.1, pp.111-129, 2005.
DOI : 10.1111/j.1751-5823.2005.tb00254.x

F. Durante, A new class of symmetric bivariate copulas, Journal of Nonparametric Statistics, vol.139, issue.7-8, pp.499-510, 2006.
DOI : 10.1016/j.jmva.2003.09.002

F. Durante and O. Okhrin, Estimation procedures for exchangeable marshall copulas with hydrological application. Stochastic Environmental Research and Risk Assessment, 2014.

F. Durante, J. J. Quesada-molina, and M. Flores, On a family of multivariate copulas for aggregation processes, Information Sciences, vol.177, issue.24, pp.5715-5724, 2007.
DOI : 10.1016/j.ins.2007.07.019

F. Durante and G. Salvadori, On the construction of multivariate extreme value models via copulas, Environmetrics, vol.14, issue.3, pp.143-161, 2010.
DOI : 10.1002/env.988

M. Ferreira, Nonparametric estimation of the tail-dependence coefficient, REVSTAT?Statistical Journal, vol.11, issue.1, pp.1-16, 2013.

G. Frahm, M. Junker, and A. Szimayer, Elliptical copulas: applicability and limitations, Statistics & Probability Letters, vol.63, issue.3, pp.275-286, 2003.
DOI : 10.1016/S0167-7152(03)00092-0

M. Fréchet, Remarques au sujet de la note précédente, CR Acad. Sci. Paris Sér. I Math, vol.246, pp.2719-2720, 1958.

C. Genest and A. C. Favre, Everything You Always Wanted to Know about Copula Modeling but Were Afraid to Ask, Journal of Hydrologic Engineering, vol.12, issue.4, pp.347-368, 2007.
DOI : 10.1061/(ASCE)1084-0699(2007)12:4(347)

C. Genest, J. Ne?lehová, and N. B. Ghorbal, ESTIMATORS BASED ON KENDALL'S TAU IN MULTIVARIATE COPULA MODELS, Australian & New Zealand Journal of Statistics, vol.40, issue.2, pp.157-177, 2011.
DOI : 10.1111/j.1467-842X.2011.00622.x

C. Genest and L. Rivest, Statistical Inference Procedures for Bivariate Archimedean Copulas, Journal of the American Statistical Association, vol.58, issue.423, pp.1034-1043, 1993.
DOI : 10.1214/aos/1176344685

G. Gudendorf and J. Segers, Extreme-Value Copulas, Copula Theory and Its Applications, pp.127-145, 2010.
DOI : 10.1007/978-3-642-12465-5_6

W. Hoeffding, A Class of Statistics with Asymptotically Normal Distribution, The Annals of Mathematical Statistics, vol.19, issue.3, pp.293-325, 1948.
DOI : 10.1214/aoms/1177730196

H. Joe, Multivariate models and dependence concepts, 2001.

C. Klüppelberg and G. Kuhn, Copula structure analysis, Journal of the Royal Statistical Society: Series B (Statistical Methodology), vol.50, issue.3, pp.737-753, 2009.
DOI : 10.1111/j.1467-9868.2009.00707.x

I. Kojadinovic, J. Segers, and J. Yan, Large-sample tests of extreme-value dependence for multivariate copulas, Canadian Journal of Statistics, vol.33, issue.3, pp.703-720, 2011.
DOI : 10.1002/cjs.10110

URL : https://hal.archives-ouvertes.fr/hal-00865055

I. Kojadinovic and J. Yan, A goodness-of-fit test for multivariate multiparameter copulas based on multiplier central limit theorems, Statistics and Computing, vol.40, issue.4, pp.17-30, 2011.
DOI : 10.1007/s11222-009-9142-y

URL : https://hal.archives-ouvertes.fr/hal-00868087

P. Krupskii and H. Joe, Factor copula models for multivariate data, Journal of Multivariate Analysis, vol.120, pp.85-101, 2013.
DOI : 10.1016/j.jmva.2013.05.001

D. Kurowicka and R. M. Cooke, DISTRIBUTION-FREE CONTINUOUS BAYESIAN BELIEF NETS, Proceedings of Mathematical methods in Reliability Conference, 2004.
DOI : 10.1142/9789812703378_0022

J. F. Mai and M. Scherer, L??vy-frailty copulas, Journal of Multivariate Analysis, vol.100, issue.7, pp.1567-1585, 2009.
DOI : 10.1016/j.jmva.2009.01.010

URL : http://doi.org/10.1016/j.jmva.2009.01.010

G. Mazo, S. Girard, and F. Forbes, Weighted least-squares inference for multivariate copulas based on dependence coefficients, ESAIM: Probability and Statistics, vol.19, 2014.
DOI : 10.1051/ps/2015014

URL : https://hal.archives-ouvertes.fr/hal-00979151

A. J. Mcneil, R. Frey, and P. Embrechts, Quantitative risk management: concepts, techniques, and tools, 2010.

R. B. Nelsen, An introduction to copulas, 2006.
DOI : 10.1007/978-1-4757-3076-0

D. , H. Oh, and A. J. Patton, Simulated method of moments estimation for copula-based multivariate models, Journal of the American Statistical Association, vol.108, issue.502, pp.689-700, 2013.

R. Team, R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing, 2013.

M. R. Veall, Testing for a Global Maximum in an Econometric Context, Econometrica, vol.58, issue.6, pp.1459-1465, 1990.
DOI : 10.2307/2938324

L. Zhang and V. P. Singh, Gumbel???Hougaard Copula for Trivariate Rainfall Frequency Analysis, Journal of Hydrologic Engineering, vol.12, issue.4, pp.409-419, 2007.
DOI : 10.1061/(ASCE)1084-0699(2007)12:4(409)