Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661)
From MaRDI portal
!
WARNING
This is the item page for this Wikibase entity, intended for internal use and editing purposes.
Please use the normal view instead:
scientific article; zbMATH DE number 6306934
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity |
scientific article; zbMATH DE number 6306934 |
Statements
Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (English)
0 references
23 June 2014
0 references
comonotonicity
0 references
copula
0 references
patchwork construction
0 references
tail dependence
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8152289390563965
0 references
0.8062934875488281
0 references
0.8043869137763977
0 references
0.7911839485168457
0 references
0.7808911204338074
0 references
