A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
Property / cites work | |||
Property / cites work: Tails of multivariate Archimedean copulas / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Absolutely Continuous Copulas with Given Diagonal Sections / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Goodness-of-fit Procedures for Copula Models Based on the Probability Integral Transformation / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Q4382161 / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: Multivariate Archimedean copulas, \(d\)-monotone functions and \(\ell _{1}\)-norm symmetric distributions / rank | |||
Normal rank | |||
Property / cites work | |||
Property / cites work: An introduction to copulas. / rank | |||
Normal rank |
Latest revision as of 08:01, 4 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function |
scientific article |
Statements
A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (English)
0 references
20 July 2011
0 references
Archimedean copula
0 references
copula
0 references
generator
0 references
Kendall's tau
0 references
lambda function
0 references
tail-dependence coefficients
0 references
three parameter copula family
0 references
0 references
0 references