Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family |
scientific article |
Statements
Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (English)
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27 June 2018
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Archimedean copula
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complete monotonicity
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coverage probability
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\(d\)-monotonicity
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Kendall's tau
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Kendall's distribution function
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