\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711)
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scientific article; zbMATH DE number 5757902
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| English | \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas |
scientific article; zbMATH DE number 5757902 |
Statements
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (English)
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20 July 2010
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copula
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exchangeability
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extreme value distribution
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tail dependence
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0.8403142094612122
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0.8145594596862793
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0.7948071956634521
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0.7940757274627686
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0.7927415370941162
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