On an interaction function for copulas
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Publication:2350043
DOI10.1016/j.jmva.2014.12.012zbMath1320.60070OpenAlexW2065763339MaRDI QIDQ2350043
Dorota Kurowicka, Wim T. van Horssen
Publication date: 18 June 2015
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2014.12.012
tail dependencecopulaetail orderlocal dependence functioncomplete monotonic functions\(d\)-monotonic functionsArchimedean copulae
Measures of association (correlation, canonical correlation, etc.) (62H20) Distribution theory (60E99)
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