A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function |
scientific article |
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A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (English)
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20 July 2011
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Archimedean copula
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copula
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generator
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Kendall's tau
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lambda function
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tail-dependence coefficients
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three parameter copula family
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