On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (Q727664)
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scientific article; zbMATH DE number 6666938
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| English | On an asymmetric extension of multivariate Archimedean copulas based on quadratic form |
scientific article; zbMATH DE number 6666938 |
Statements
On an asymmetric extension of multivariate Archimedean copulas based on quadratic form (English)
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20 December 2016
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Archimedean copulas
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transformations of Archimedean copulas
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quadratic form
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0.8352423310279846
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0.8012059330940247
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0.7903252243995667
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0.7663174867630005
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0.7662433981895447
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