Dependence structure of conditional Archimedean copulas (Q2476141)
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scientific article; zbMATH DE number 5248240
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| English | Dependence structure of conditional Archimedean copulas |
scientific article; zbMATH DE number 5248240 |
Statements
Dependence structure of conditional Archimedean copulas (English)
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11 March 2008
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Archimedean copulas
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conditional distributions
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Fréchet upper bound
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0.8553429245948792
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0.8553429245948792
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0.8471123576164246
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0.8242384195327759
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0.8227077126502991
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