On the Interrelation between Dependence Coefficients of Extreme Value Copulas (Q5213241)

From MaRDI portal
scientific article; zbMATH DE number 7161672
Language Label Description Also known as
English
On the Interrelation between Dependence Coefficients of Extreme Value Copulas
scientific article; zbMATH DE number 7161672

    Statements

    31 January 2020
    0 references
    bivariate extreme value copula
    0 references
    dependence coefficients
    0 references
    upper and lower bounds
    0 references
    0 references
    math.PR
    0 references
    math.ST
    0 references
    stat.TH
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references