Dependence and order in families of Archimedean copulas (Q1369669)
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scientific article; zbMATH DE number 1076888
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| English | Dependence and order in families of Archimedean copulas |
scientific article; zbMATH DE number 1076888 |
Statements
Dependence and order in families of Archimedean copulas (English)
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9 March 1998
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concordance ordering
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lower tail dependence
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upper tail dependence
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bivariate distribution
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Archimedean copulas
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0.8819398880004883
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0.8622403144836426
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0.8553429245948792
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0.8502340316772461
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0.8495399951934814
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