On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336): Difference between revisions

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Latest revision as of 04:38, 11 December 2024

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On tail dependence coefficients of transformed multivariate Archimedean copulas
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    On tail dependence coefficients of transformed multivariate Archimedean copulas (English)
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    19 February 2018
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    Archimedean copulas
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    tail dependence coefficients
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    regular variation
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    transformations of Archimedean copulas
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    Markov chains
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