Semiparametric bivariate Archimedean copulas (Q901593)
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scientific article; zbMATH DE number 6528979
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semiparametric bivariate Archimedean copulas |
scientific article; zbMATH DE number 6528979 |
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Semiparametric bivariate Archimedean copulas (English)
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12 January 2016
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Archimedean copulas
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natural cubic splines
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semiparametric dependence model
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tail dependence
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regular variation
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