How to improve the fit of Archimedean copulas by means of transforms (Q452292)
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scientific article; zbMATH DE number 6084557
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| English | How to improve the fit of Archimedean copulas by means of transforms |
scientific article; zbMATH DE number 6084557 |
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How to improve the fit of Archimedean copulas by means of transforms (English)
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20 September 2012
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copula
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Kendall's tau
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Archimedean copula
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tail dependence coefficient
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transform
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0.9029996
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0.88632756
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0.88189197
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0.8792288
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0.87542516
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0.8732945
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0.8694065
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