\(d\)-dimensional dependence functions and Archimax copulas (Q2445563)
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scientific article; zbMATH DE number 6284640
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| English | \(d\)-dimensional dependence functions and Archimax copulas |
scientific article; zbMATH DE number 6284640 |
Statements
\(d\)-dimensional dependence functions and Archimax copulas (English)
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14 April 2014
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copula
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extreme value copula
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Archimedean copula
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Archimax copula
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tail dependence function
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Pickands dependence function
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0.801573634147644
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0.801573634147644
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0.7993127107620239
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0.7921704649925232
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0.7880882620811462
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