Copula diagnostics for asymmetries and conditional dependence (Q5037090)
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scientific article; zbMATH DE number 7481495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Copula diagnostics for asymmetries and conditional dependence |
scientific article; zbMATH DE number 7481495 |
Statements
Copula diagnostics for asymmetries and conditional dependence (English)
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25 February 2022
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bivariate asymmetry measure
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dependence measure
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simplifying assumption
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smoothing
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tail-weighted dependence
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vine
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