Semiparametric bivariate Archimedean copulas (Q901593)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric bivariate Archimedean copulas |
scientific article |
Statements
Semiparametric bivariate Archimedean copulas (English)
0 references
12 January 2016
0 references
Archimedean copulas
0 references
natural cubic splines
0 references
semiparametric dependence model
0 references
tail dependence
0 references
regular variation
0 references
