On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (Q5417587)
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scientific article; zbMATH DE number 6297670
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| English | On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators |
scientific article; zbMATH DE number 6297670 |
Statements
On certain transformations of Archimedean copulas: Application to the non-parametric estimation of their generators (English)
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21 May 2014
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self-nested diagonal
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estimation
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tail dependence
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0.8211610913276672
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0.7997183799743652
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0.79471755027771
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0.792415201663971
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0.7910390496253967
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