Invariant dependence structure under univariate truncation (Q2892899)

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Invariant dependence structure under univariate truncation
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    title
    Invariant dependence structure under univariate truncation (English)
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    author
    Fabrizio Durante
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    Piotr Jaworski
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    published in
    Statistics
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    publication date
    25 June 2012
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    zbMATH DE Number
    6049495
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    zbMATH Keywords
    Clayton model
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    copulas
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    treshold copulas
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    univariate conditioning
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    tail dependance
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