On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336): Difference between revisions
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Revision as of 01:29, 1 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On tail dependence coefficients of transformed multivariate Archimedean copulas |
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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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