OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS (Q3638809)
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scientific article; zbMATH DE number 5622135
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| English | OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS |
scientific article; zbMATH DE number 5622135 |
Statements
OPPOSITE DIAGONAL SECTIONS OF QUASI-COPULAS AND COPULAS (English)
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28 October 2009
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copula
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Lipschitz condition
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diagonal section
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opposite diagonal section
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opposite symmetry
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quasi-copula
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tail dependence
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0.8193269371986389
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0.8112131953239441
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0.8041262626647949
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0.8011751770973206
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0.7963319420814514
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