Distorted Copulas: Constructions and Tail Dependence (Q3585317)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distorted Copulas: Constructions and Tail Dependence |
scientific article |
Statements
Distorted Copulas: Constructions and Tail Dependence (English)
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19 August 2010
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copula
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distorted probability
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isomorphic transformation
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tail dependence
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TP2 property
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0.93439275
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0.9110538
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0.90789044
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0.90694034
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0.8972553
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0.89354956
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0.8935101
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0.8921385
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0.8917235
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