Asymmetric linkages: maxmin vs. reflected maxmin copulas (Q2219341)
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scientific article
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| English | Asymmetric linkages: maxmin vs. reflected maxmin copulas |
scientific article |
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Asymmetric linkages: maxmin vs. reflected maxmin copulas (English)
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20 January 2021
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copula
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dependence concepts
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maxmin copulas
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transformations of distribution functions
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PQD property
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survival analysis
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shock models
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0.8733320236206055
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0.832753598690033
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0.8034870028495789
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0.7868539094924927
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0.7732963562011719
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