On an interaction function for copulas (Q2350043)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On an interaction function for copulas
scientific article

    Statements

    On an interaction function for copulas (English)
    0 references
    0 references
    0 references
    18 June 2015
    0 references
    local dependence function
    0 references
    copulae
    0 references
    Archimedean copulae
    0 references
    complete monotonic functions
    0 references
    \(d\)-monotonic functions
    0 references
    tail dependence
    0 references
    tail order
    0 references

    Identifiers