On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336): Difference between revisions
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Revision as of 04:22, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail dependence coefficients of transformed multivariate Archimedean copulas |
scientific article |
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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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