On tail dependence coefficients of transformed multivariate Archimedean copulas (Q1699336)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail dependence coefficients of transformed multivariate Archimedean copulas |
scientific article |
Statements
On tail dependence coefficients of transformed multivariate Archimedean copulas (English)
0 references
19 February 2018
0 references
Archimedean copulas
0 references
tail dependence coefficients
0 references
regular variation
0 references
transformations of Archimedean copulas
0 references
Markov chains
0 references
0 references
0 references
0 references
0 references
