Extraction dependence structure of distorted copulas via a measure of dependence (Q1699141)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Extraction dependence structure of distorted copulas via a measure of dependence |
scientific article |
Statements
Extraction dependence structure of distorted copulas via a measure of dependence (English)
0 references
16 February 2018
0 references
copulas
0 references
distortion functions
0 references
monotone dependence
0 references
comonotonicity
0 references
countermonotonicity
0 references
measures of dependence
0 references
Sobolev norm
0 references