A class of copulas with piecewise linear horizontal sections (Q840754)
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scientific article; zbMATH DE number 5603641
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A class of copulas with piecewise linear horizontal sections |
scientific article; zbMATH DE number 5603641 |
Statements
A class of copulas with piecewise linear horizontal sections (English)
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14 September 2009
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absolute continuity
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concordance ordering
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copulas
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dependence concepts
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Kendall's tau
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singular components
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Spearman's rho
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symmetry properties
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tail dependence
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0.8058635592460632
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0.8025063872337341
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0.797225296497345
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0.7948696613311768
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0.7945742607116699
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