Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598)
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scientific article; zbMATH DE number 5069023
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| English | Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence |
scientific article; zbMATH DE number 5069023 |
Statements
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (English)
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31 October 2006
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comonotonic factor
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countermonotonic factor
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independent factor
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copula decomposition
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0.8096445202827454
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0.7758730053901672
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0.771635115146637
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