Dependence properties of bivariate copula families (Q6588434)

From MaRDI portal





scientific article; zbMATH DE number 7897661
Language Label Description Also known as
English
Dependence properties of bivariate copula families
scientific article; zbMATH DE number 7897661

    Statements

    Dependence properties of bivariate copula families (English)
    0 references
    0 references
    0 references
    15 August 2024
    0 references
    Archimedean copula
    0 references
    Chatterjee's rank correlation
    0 references
    concordance
    0 references
    conditionally increasing
    0 references
    dependence measure
    0 references
    elliptical copula
    0 references
    extreme-value copula
    0 references
    Kendall's Tau
    0 references
    Schur order
    0 references
    Spearman's rho
    0 references
    \(\mathrm{TP}_2\)
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references