Copulas, stable tail dependence functions, and multivariate monotonicity (Q2178943)
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scientific article; zbMATH DE number 7198991
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Copulas, stable tail dependence functions, and multivariate monotonicity |
scientific article; zbMATH DE number 7198991 |
Statements
Copulas, stable tail dependence functions, and multivariate monotonicity (English)
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12 May 2020
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copula
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stable tail dependence function
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multivariate monotonicity
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nested Archimedean copula
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0.8157936930656433
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0.8157936930656433
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0.7978600859642029
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0.7958788275718689
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0.7900800704956055
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