FGM generated archimedean copulas with concave multiplicative generators
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Publication:5858324
DOI10.22111/ijfs.2021.5911zbMath1458.62105OpenAlexW3128701142MaRDI QIDQ5858324
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Publication date: 12 April 2021
Full work available at URL: https://ijfs.usb.ac.ir/article_5911_4a0cacd637cd2902e68847e6f1443901.pdf
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Cites Work
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