Publication:4915363

zbMath1261.62047MaRDI QIDQ4915363

Manuel Úbeda-Flores, Juan Fernández-Sánchez

Publication date: 10 April 2013

Full work available at URL: http://www.kybernetika.cz/content/2012/5/968

zbMATH Keywords

Lipschitz condition; tail dependence; quasi-copula; increasing property

Mathematics Subject Classification ID

62H20: Measures of association (correlation, canonical correlation, etc.)

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

Related Items

Extreme semilinear copulas, Copulas, diagonals, and tail dependence, Multivariate upper semilinear copulas, Extreme generators of shock induced copulas

Cites Work

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