Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (Q1648675)
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scientific article; zbMATH DE number 6895345
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| English | Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family |
scientific article; zbMATH DE number 6895345 |
Statements
Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family (English)
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27 June 2018
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Archimedean copula
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complete monotonicity
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coverage probability
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\(d\)-monotonicity
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Kendall's tau
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Kendall's distribution function
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0.88743037
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0.88097167
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0.87656087
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0.87510943
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0.87415564
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0.87056816
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0.87044144
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0.86902964
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