Distorted Copulas: Constructions and Tail Dependence (Q3585317)

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Distorted Copulas: Constructions and Tail Dependence
scientific article

    Statements

    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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    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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    cites work
    Semilinear copulas
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    Q4382161
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    Q5706744
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    Q2778807
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    Stochastic orders
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    Identifiers

    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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    OpenAlex ID
    W2086289052
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