Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (Q1424483)
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scientific article; zbMATH DE number 2055341
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Hutchinson -- Lai's conjecture for bivariate extreme value copulas. |
scientific article; zbMATH DE number 2055341 |
Statements
Hutchinson -- Lai's conjecture for bivariate extreme value copulas. (English)
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14 March 2004
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Copula
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Monotone regression dependence
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Stochastic increasing dependence
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Kendall tau
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Spearman rho
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Bivariate extreme value
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Variational calculus
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