Selecting the suitable copula function when only values of distribution functions are avaliable (Q2849156)
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scientific article; zbMATH DE number 6208394
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Selecting the suitable copula function when only values of distribution functions are avaliable |
scientific article; zbMATH DE number 6208394 |
Statements
16 September 2013
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copula
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Archimedean copula
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Kendall's \(\tau\)
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dependency
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Selecting the suitable copula function when only values of distribution functions are avaliable (English)
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0.8327090740203857
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0.8033975958824158
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0.8015640377998352
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0.7933611869812012
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0.7854862809181213
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