A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (Q3017874)
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: A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function |
scientific article |
Statements
A New Method for the Construction of Bivariate Archimedean Copulas Based on the λ Function (English)
0 references
20 July 2011
0 references
Archimedean copula
0 references
copula
0 references
generator
0 references
Kendall's tau
0 references
lambda function
0 references
tail-dependence coefficients
0 references
three parameter copula family
0 references
0 references
0 references
