How to improve the fit of Archimedean copulas by means of transforms (Q452292): Difference between revisions

@@ Property / Mathematics Subject Classification ID @@
+H05
@@ Property / Mathematics Subject Classification ID: 62H05 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H20
@@ Property / Mathematics Subject Classification ID: 60H20 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H12
@@ Property / Mathematics Subject Classification ID: 62H12 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+G32
@@ Property / Mathematics Subject Classification ID: 62G32 / rank @@
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@@ Property / zbMATH DE Number @@
+6084557
@@ Property / zbMATH DE Number: 6084557 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+copula
@@ Property / zbMATH Keywords: copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Kendall's tau
@@ Property / zbMATH Keywords: Kendall's tau / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Archimedean copula
@@ Property / zbMATH Keywords: Archimedean copula / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+tail dependence coefficient
@@ Property / zbMATH Keywords: tail dependence coefficient / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+transform
@@ Property / zbMATH Keywords: transform / rank @@
+Normal rank
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+MaRDI publication profile
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+https://doi.org/10.1007/s00362-010-0341-6
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+W2019344916
@@ Property / OpenAlex ID: W2019344916 / rank @@
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@@ Property / cites work @@
+Q3924998
@@ Property / cites work: Q3924998 / rank @@
+Normal rank
@@ Property / cites work @@
+Archimedean copulae for risk measurement
@@ Property / cites work: Archimedean copulae for risk measurement / rank @@
+Normal rank
@@ Property / cites work @@
+Statistical Inference Procedures for Bivariate Archimedean Copulas
+Normal rank
@@ Property / cites work @@
+Goodness-of-fit tests for copulas: A review and a power study
+Normal rank
@@ Property / cites work @@
+Q3183816
@@ Property / cites work: Q3183816 / rank @@
+Normal rank
@@ Property / cites work @@
+A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function
+Normal rank
@@ Property / cites work @@
+An introduction to copulas.
@@ Property / cites work: An introduction to copulas. / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:452292