On copulas with a trapezoid support

DOI10.1515/demo-2023-0101zbMath1522.62033OpenAlexW4385817187MaRDI QIDQ6076563

Piotr Jaworski

Publication date: 17 October 2023

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

Full work available at URL: https://doi.org/10.1515/demo-2023-0101

zbMATH Keywords

copulasabsolute continuitytail dependence functionKendall \(\tau\)Spearman \(\rho\)

Mathematics Subject Classification ID

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

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Cites Work

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