\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (Q984711)
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scientific article; zbMATH DE number 5757902
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas |
scientific article; zbMATH DE number 5757902 |
Statements
\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas (English)
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20 July 2010
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copula
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exchangeability
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extreme value distribution
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tail dependence
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