Construction of asymmetric multivariate copulas (Q957308)
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scientific article; zbMATH DE number 5374619
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| default for all languages | No label defined |
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| English | Construction of asymmetric multivariate copulas |
scientific article; zbMATH DE number 5374619 |
Statements
Construction of asymmetric multivariate copulas (English)
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27 November 2008
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copula
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Archimedean copula
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tail dependence
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0.8475313186645508
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0.8352423310279846
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0.8334594368934631
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0.817446768283844
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0.812741219997406
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