Semiparametric bivariate Archimedean copulas (Q901593): Difference between revisions
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Latest revision as of 01:35, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric bivariate Archimedean copulas |
scientific article |
Statements
Semiparametric bivariate Archimedean copulas (English)
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12 January 2016
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Archimedean copulas
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natural cubic splines
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semiparametric dependence model
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tail dependence
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regular variation
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