Multivariate Archimax copulas (Q2438634): Difference between revisions
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Revision as of 09:16, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Archimax copulas |
scientific article |
Statements
Multivariate Archimax copulas (English)
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6 March 2014
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Archimedean copula
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domain of attraction
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multivariate extreme-value distribution
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stable tail dependence function
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Williamson \(d\)-transform
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