A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610926.2010.489180 / rank
 
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Latest revision as of 07:01, 4 July 2024

scientific article
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A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function
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    A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (English)
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    20 July 2011
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    Archimedean copula
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    copula
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    generator
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    Kendall's tau
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    lambda function
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    tail-dependence coefficients
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    three parameter copula family
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    Identifiers