A comprehensive extension of the FGM copula (Q2359162)
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scientific article; zbMATH DE number 6736127
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A comprehensive extension of the FGM copula |
scientific article; zbMATH DE number 6736127 |
Statements
A comprehensive extension of the FGM copula (English)
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27 June 2017
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Hoeffding-Fréchet bounds
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anti-symmetry
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Spearman rho
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Kendall tau
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FGM copula
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Cuadras-Augé copula
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Chogosov copula
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0.8271368741989136
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0.8001025319099426
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0.7961319088935852
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0.7931737303733826
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