New families of bivariate copulas via unit Weibull distortion (Q2040900)
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scientific article; zbMATH DE number 7371697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | New families of bivariate copulas via unit Weibull distortion |
scientific article; zbMATH DE number 7371697 |
Statements
New families of bivariate copulas via unit Weibull distortion (English)
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14 July 2021
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Archimedean copula
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distortion function
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Kendall's tau
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Weibull distribution
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tail dependence coefficient
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tail order
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0.8980448
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0.8970243
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0.8855093
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0.8853343
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0.8819468
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0.87972677
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0.87962276
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0.87946856
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