A closed-form universal trivariate pair-copula (Q499766)
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scientific article; zbMATH DE number 6489851
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A closed-form universal trivariate pair-copula |
scientific article; zbMATH DE number 6489851 |
Statements
A closed-form universal trivariate pair-copula (English)
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6 October 2015
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pair-copula
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trivariate universality
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linear circular copula
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elliptical copula
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extremal correlation
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product copula
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lifting copula
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conditional product copula inequalities
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0.90211624
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0.8685493
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0.8657364
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0.85959756
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0.8563406
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0.8550905
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0.8526096
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