How to improve the fit of Archimedean copulas by means of transforms (Q452292)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | How to improve the fit of Archimedean copulas by means of transforms |
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How to improve the fit of Archimedean copulas by means of transforms (English)
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20 September 2012
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copula
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Kendall's tau
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Archimedean copula
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tail dependence coefficient
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transform
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