Invariant dependence structures and Archimedean copulas (Q645464)

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Invariant dependence structures and Archimedean copulas
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    title
    Invariant dependence structures and Archimedean copulas (English)
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    author
    Fabrizio Durante
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    Piotr Jaworski
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    Radko Mesiar
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    publication date
    15 November 2011
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    62E10
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    60G70
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    zbMATH DE Number
    5971823
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    zbMATH Keywords
    Clayton model
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    tail dependence
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