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Dependence structure of conditional Archimedean copulas - MaRDI portal

Dependence structure of conditional Archimedean copulas (Q2476141)

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Dependence structure of conditional Archimedean copulas
scientific article

    Statements

    title
    Dependence structure of conditional Archimedean copulas (English)
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    author
    Jean-François Quessy
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    M'hamed Mesfioui
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    publication date
    11 March 2008
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    zbMATH Keywords
    Archimedean copulas
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    conditional distributions
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    Fréchet upper bound
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    Identifiers

    zbMATH DE Number
    5248240
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    OpenAlex ID
    W2049949146
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