Absolutely Continuous Copulas with Given Diagonal Sections

DOI10.1080/03610920802050927zbMath1292.60019OpenAlexW2027079940MaRDI QIDQ5494727

Piotr Jaworski, Fabrizio Durante

Publication date: 29 July 2014

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802050927

zbMATH Keywords

copulatail dependencediagonal section

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Probability distributions: general theory (60E05)

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Uses Software

• QRM

Cites Work

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