Elliptical copulas: Applicability and limitations. (Q1423181): Difference between revisions
From MaRDI portal
Created claim: Wikidata QID (P12): Q56156207, #quickstatements; #temporary_batch_1704755592590 |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:45, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elliptical copulas: Applicability and limitations. |
scientific article |
Statements
Elliptical copulas: Applicability and limitations. (English)
0 references
14 February 2004
0 references
Copula
0 references
Elliptical distribution
0 references
Kendall's tau
0 references
Students's \(t\)-distribution
0 references
Sub-Gaussian alpha-stable distribution
0 references
Tail dependence
0 references
