Distorted Copulas: Constructions and Tail Dependence (Q3585317)

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Distorted Copulas: Constructions and Tail Dependence
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    title
    Distorted Copulas: Constructions and Tail Dependence (English)
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    author
    Fabrizio Durante
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    Rachele Foschi
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    Peter Sarkoci
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    publication date
    19 August 2010
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    Mathematics Subject Classification ID
    62H05
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    62H20
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    60E05
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    zbMATH DE Number
    5773371
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    zbMATH Keywords
    copula
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    distorted probability
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    isomorphic transformation
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    tail dependence
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    TP2 property
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