Copulas, diagonals, and tail dependence
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Publication:529109
DOI10.1016/j.fss.2014.03.014zbMath1360.68835OpenAlexW2070210860MaRDI QIDQ529109
Fabrizio Durante, Roberta Pappadà, Juan Fernández-Sánchez
Publication date: 18 May 2017
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2014.03.014
Measures of association (correlation, canonical correlation, etc.) (62H20) Statistics of extreme values; tail inference (62G32) Reasoning under uncertainty in the context of artificial intelligence (68T37) Multivariate analysis and fuzziness (62H86)
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Cites Work
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