A note on upper-patched generators for Archimedean copulas (Q4578048)
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scientific article; zbMATH DE number 6914401
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| English | A note on upper-patched generators for Archimedean copulas |
scientific article; zbMATH DE number 6914401 |
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A note on upper-patched generators for Archimedean copulas (English)
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7 August 2018
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Archimedean copulas
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transformations
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distortions
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tail dependence coefficients
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likelihood
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0.8211610913276672
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0.8083328008651733
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0.8030182123184204
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0.7855080962181091
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0.7815901637077332
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