On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336)
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scientific article; zbMATH DE number 6840599
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| English | On tail dependence coefficients of transformed multivariate Archimedean copulas |
scientific article; zbMATH DE number 6840599 |
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On tail dependence coefficients of transformed multivariate Archimedean copulas (English)
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19 February 2018
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Archimedean copulas
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tail dependence coefficients
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regular variation
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transformations of Archimedean copulas
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Markov chains
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0.93445814
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0.9094104
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0.90800303
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0.9037937
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0.90118384
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0.89786536
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0.8947277
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