Semiparametric bivariate Archimedean copulas (Q901593)
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scientific article; zbMATH DE number 6528979
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| English | Semiparametric bivariate Archimedean copulas |
scientific article; zbMATH DE number 6528979 |
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Semiparametric bivariate Archimedean copulas (English)
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12 January 2016
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Archimedean copulas
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natural cubic splines
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semiparametric dependence model
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tail dependence
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regular variation
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0.832740306854248
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0.8326131701469421
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0.8284504413604736
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0.814582109451294
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0.8123475313186646
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