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FGM generated archimedean copulas with concave multiplicative generators - MaRDI portal

FGM generated archimedean copulas with concave multiplicative generators (Q5858324)

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scientific article; zbMATH DE number 7332460
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English
FGM generated archimedean copulas with concave multiplicative generators
scientific article; zbMATH DE number 7332460

    Statements

    publication date
    12 April 2021
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    zbMATH Keywords
    Archimedean copulas
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    FGM family
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    dependence
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    dependence measures
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    title
    FGM generated archimedean copulas with concave multiplicative generators (English)
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    cites work
    Q5480755
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    Q4296137
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    Q3740832
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    Q3232606
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    Identifiers

    zbMATH DE Number
    7332460
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    OpenAlex ID
    W3128701142
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