A class of copulas with piecewise linear horizontal sections (Q840754): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1016/j.jspi.2009.05.032 / rank | |||
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Property / OpenAlex ID: W2017252724 / rank | |||
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Latest revision as of 23:54, 1 July 2024
scientific article
Language | Label | Description | Also known as |
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English | A class of copulas with piecewise linear horizontal sections |
scientific article |
Statements
A class of copulas with piecewise linear horizontal sections (English)
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14 September 2009
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absolute continuity
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concordance ordering
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copulas
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dependence concepts
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Kendall's tau
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singular components
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Spearman's rho
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symmetry properties
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tail dependence
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