From Archimedean to Liouville copulas (Q979231)
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scientific article; zbMATH DE number 5726724
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| English | From Archimedean to Liouville copulas |
scientific article; zbMATH DE number 5726724 |
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From Archimedean to Liouville copulas (English)
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25 June 2010
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Archimedean copula
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simplex distribution
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\(\ell _{1}\)-norm symmetric distribution
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Liouville distribution
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Kendall's tau
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Williamson \(d\)-transform
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Laplace transform
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stochastic ordering
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dependence ordering
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stochastic simulation
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0.822585940361023
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0.822585940361023
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0.8066428899765015
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0.7913472056388855
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0.7811238765716553
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