Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (Q2015661)
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scientific article; zbMATH DE number 6306934
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| English | Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity |
scientific article; zbMATH DE number 6306934 |
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Multivariate patchwork copulas: a unified approach with applications to partial comonotonicity (English)
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23 June 2014
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comonotonicity
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copula
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patchwork construction
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tail dependence
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0.8152289390563965
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0.8062934875488281
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0.8043869137763977
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0.7911839485168457
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0.7808911204338074
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