О некоторых свойствах симметричной копулы Граббса

DOI10.14498/vsgtu1640zbMath1424.62007OpenAlexW2922675730MaRDI QIDQ3120995

Evgeniya Gennad'Evna Repina, L. K. Shiryaeva

Publication date: 19 March 2019

Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vsgtu1640

zbMATH Keywords

Monte Carlo methodexchangeabilitynormal distributionoutliersymmetric copulaKendall's tau coefficientjoint distribution function of maximum and standardized minimum

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Sampling theory, sample surveys (62D05) Characteristic functions; other transforms (60E10)

Related Items (1)

On tail dependence for three-parameter Grubbs' copula

Uses Software

• R

Cites Work

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