Semiparametric bivariate Archimedean copulas (Q901593)

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Semiparametric bivariate Archimedean copulas
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    title
    Semiparametric bivariate Archimedean copulas (English)
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    publication date
    12 January 2016
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    Mathematics Subject Classification ID
    62H20
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    62G05
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    62G32
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    zbMATH DE Number
    6528979
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    zbMATH Keywords
    Archimedean copulas
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    natural cubic splines
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    semiparametric dependence model
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    tail dependence
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    regular variation
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