\(d\)-dimensional dependence functions and Archimax copulas (Q2445563): Difference between revisions
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Revision as of 00:26, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(d\)-dimensional dependence functions and Archimax copulas |
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\(d\)-dimensional dependence functions and Archimax copulas (English)
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14 April 2014
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copula
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extreme value copula
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Archimedean copula
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Archimax copula
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tail dependence function
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Pickands dependence function
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