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Extremal behavior of diagonal and Bertino copulas - MaRDI portal

Extremal behavior of diagonal and Bertino copulas (Q2223431)

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scientific article
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English
Extremal behavior of diagonal and Bertino copulas
scientific article

    Statements

    title
    Extremal behavior of diagonal and Bertino copulas (English)
    0 references
    author
    Christian Genest
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    Magid Sabbagh
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    publication date
    29 January 2021
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    describes a project that uses
    QRM
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    CopulaModel
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    Identifiers

    zbMATH DE Number
    7303388
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    OpenAlex ID
    W3123389888
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    DOI
    10.5802/CRMATH.135
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