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Bounds for the Clayton copula - MaRDI portal

Bounds for the Clayton copula (Q4968126)

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scientific article; zbMATH DE number 7079697
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English
Bounds for the Clayton copula
scientific article; zbMATH DE number 7079697

    Statements

    title
    Bounds for the Clayton copula (English)
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    author
    Martynas Manstavičius
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    Remigijus Leipus
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    publication date
    12 July 2019
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    zbMATH Keywords
    Archimedean copula
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    Clayton copula
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    copula bounds
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    negative dependence
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    Identifiers

    DOI
    10.15388/NA.2017.2.7
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    zbMATH DE Number
    7079697
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    Wikidata QID
    Q129590044
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