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Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence - MaRDI portal

Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (Q849598)

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scientific article; zbMATH DE number 5069023
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English
Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence
scientific article; zbMATH DE number 5069023

    Statements

    Bivariate copula decomposition in terms of comonotonicity, countermonotonicity and indepen\-dence (English)
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    31 October 2006
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    comonotonic factor
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    countermonotonic factor
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    independent factor
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    copula decomposition
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