Elliptical copulas: Applicability and limitations. (Q1423181)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Elliptical copulas: Applicability and limitations. |
scientific article |
Statements
Elliptical copulas: Applicability and limitations. (English)
0 references
14 February 2004
0 references
Copula
0 references
Elliptical distribution
0 references
Kendall's tau
0 references
Students's \(t\)-distribution
0 references
Sub-Gaussian alpha-stable distribution
0 references
Tail dependence
0 references
