Conditioning of copulas: transformations, invariance and measures of concordance (Q1754603)
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scientific article; zbMATH DE number 6877139
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| English | Conditioning of copulas: transformations, invariance and measures of concordance |
scientific article; zbMATH DE number 6877139 |
Statements
Conditioning of copulas: transformations, invariance and measures of concordance (English)
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31 May 2018
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copula
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conditioning
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invariance
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measures of concordance
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Sklar's theorem
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transformations
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0.838600218296051
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0.8334336280822754
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0.8145841956138611
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0.7952947020530701
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0.7899102568626404
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