Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141)
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scientific article; zbMATH DE number 6840138
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| English | Extraction dependence structure of distorted copulas via a measure of dependence |
scientific article; zbMATH DE number 6840138 |
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Extraction dependence structure of distorted copulas via a measure of dependence (English)
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16 February 2018
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copulas
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distortion functions
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monotone dependence
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comonotonicity
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countermonotonicity
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measures of dependence
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Sobolev norm
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0.7658945918083191
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0.738179087638855
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0.7356811165809631
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0.7356184124946594
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0.718440592288971
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