Distorted Copulas: Constructions and Tail Dependence
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Publication:3585317
DOI10.1080/03610920903039506zbMath1194.62075OpenAlexW2086289052MaRDI QIDQ3585317
Peter Sarkoci, Rachele Foschi, Fabrizio Durante
Publication date: 19 August 2010
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: http://eprints.imtlucca.it/709/1/Durante_Foschi_Sarkoci.pdf
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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