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\(d\)-dimensional dependence functions and Archimax copulas - MaRDI portal

\(d\)-dimensional dependence functions and Archimax copulas (Q2445563)

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\(d\)-dimensional dependence functions and Archimax copulas
scientific article

    Statements

    title
    \(d\)-dimensional dependence functions and Archimax copulas (English)
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    author
    Radko Mesiar
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    Vladimír Jágr
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    publication date
    14 April 2014
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    zbMATH Keywords
    copula
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    extreme value copula
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    Archimedean copula
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    Archimax copula
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    tail dependence function
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    Pickands dependence function
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    Identifiers

    zbMATH DE Number
    6284640
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    OpenAlex ID
    W1997842583
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