Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675): Difference between revisions

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Property / DOI: 10.1515/demo-2018-0001 / rank
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Property / full work available at URL: https://doi.org/10.1515/demo-2018-0001 / rank
 
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Latest revision as of 00:50, 11 December 2024

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Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
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    Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (English)
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    27 June 2018
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    Archimedean copula
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    complete monotonicity
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    coverage probability
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    \(d\)-monotonicity
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    Kendall's tau
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    Kendall's distribution function
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