Invariant dependence structure under univariate truncation (Q2892899)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Invariant dependence structure under univariate truncation |
scientific article; zbMATH DE number 6049495
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Invariant dependence structure under univariate truncation |
scientific article; zbMATH DE number 6049495 |
Statements
Invariant dependence structure under univariate truncation (English)
0 references
25 June 2012
0 references
Clayton model
0 references
copulas
0 references
treshold copulas
0 references
univariate conditioning
0 references
tail dependance
0 references
0 references
0 references
0 references
