On the preservation of copula structure under truncation (Q5718594)
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scientific article; zbMATH DE number 2247286
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the preservation of copula structure under truncation |
scientific article; zbMATH DE number 2247286 |
Statements
On the preservation of copula structure under truncation (English)
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16 January 2006
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Archimedean copulas
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bivariate distribution
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Clayton model
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Cook-Johnson model
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gamma frailty model
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Kendall's tau
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