Multivariate Archimax copulas (Q2438634): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:12, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multivariate Archimax copulas |
scientific article |
Statements
Multivariate Archimax copulas (English)
0 references
6 March 2014
0 references
Archimedean copula
0 references
domain of attraction
0 references
multivariate extreme-value distribution
0 references
stable tail dependence function
0 references
Williamson \(d\)-transform
0 references
