Copulas with given values on the tails (Q2409098)
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scientific article; zbMATH DE number 6789402
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Copulas with given values on the tails |
scientific article; zbMATH DE number 6789402 |
Statements
Copulas with given values on the tails (English)
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11 October 2017
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copula
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Fréchet-Hoeffding bounds
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optimization
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quasi-copula
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tail dependence
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0.9084558
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0.90178096
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0.9007518
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0.8969704
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0.8961781
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0.8932114
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0.8901174
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0.8897965
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