Gaussian approximation of conditional elliptical copulas (Q444996)
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scientific article; zbMATH DE number 6071654
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| English | Gaussian approximation of conditional elliptical copulas |
scientific article; zbMATH DE number 6071654 |
Statements
Gaussian approximation of conditional elliptical copulas (English)
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24 August 2012
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conditional copulas
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univariate conditioning
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truncation of the first variable
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Gumbel max-domain of attraction
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0.8045215606689453
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0.7964407205581665
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0.7646981477737427
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0.7596237063407898
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0.758543848991394
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