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A note on upper-patched generators for Archimedean copulas - MaRDI portal

A note on upper-patched generators for Archimedean copulas (Q4578048)

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scientific article; zbMATH DE number 6914401
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English
A note on upper-patched generators for Archimedean copulas
scientific article; zbMATH DE number 6914401

    Statements

    title
    A note on upper-patched generators for Archimedean copulas (English)
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    author
    Elena Di Bernardino
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    Didier Rullière
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    publication date
    7 August 2018
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    zbMATH Keywords
    Archimedean copulas
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    transformations
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    distortions
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    tail dependence coefficients
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    likelihood
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    cites work
    Q3992980
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    Upper comonotonicity
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    Q5485944
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    Q5262179
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    Q5389829
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    Gluing Copulas
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    Identifiers

    Mathematics Subject Classification ID
    62H20
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    62E20
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    60E05
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    62H05
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    zbMATH DE Number
    6914401
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    OpenAlex ID
    W2565724030
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    DOI
    10.1051/PS/2017003
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