Invariant dependence structure under univariate truncation (Q2892899)
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scientific article; zbMATH DE number 6049495
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Invariant dependence structure under univariate truncation |
scientific article; zbMATH DE number 6049495 |
Statements
Invariant dependence structure under univariate truncation (English)
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25 June 2012
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Clayton model
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copulas
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treshold copulas
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univariate conditioning
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tail dependance
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0.9065897464752196
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0.90232515335083
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0.8635947704315186
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0.8580965995788574
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0.856762170791626
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