Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family

DOI10.1515/demo-2018-0001zbMath1393.62025OpenAlexW2789887934MaRDI QIDQ1648675

Kahadawala Cooray

Publication date: 27 June 2018

Published in: Dependence Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/demo-2018-0001

zbMATH Keywords

coverage probabilityKendall's tauArchimedean copulacomplete monotonicityKendall's distribution function\(d\)-monotonicity

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (2)

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Uses Software

• nacopula

Cites Work

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