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On copulas with a trapezoid support - MaRDI portal

On copulas with a trapezoid support (Q6076563)

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scientific article; zbMATH DE number 7750930
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English
On copulas with a trapezoid support
scientific article; zbMATH DE number 7750930

    Statements

    title
    On copulas with a trapezoid support (English)
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    author
    Piotr Jaworski
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    publication date
    17 October 2023
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    zbMATH Keywords
    copulas
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    tail dependence function
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    Kendall \(\tau\)
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    Spearman \(\rho\)
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    absolute continuity
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    Identifiers

    zbMATH DE Number
    7750930
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    OpenAlex ID
    W4385817187
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