Dependence properties of bivariate copula families

DOI10.1515/DEMO-2024-0002MaRDI QIDQ6588434

Publication date: 15 August 2024

Published in: Dependence Modeling (Search for Journal in Brave)

concordance Archimedean copula Spearman's rho elliptical copula dependence measure conditionally increasing extreme-value copula \(\mathrm{TP}_2\)Schur order Kendall's Tau Chatterjee's rank correlation

Mathematics Subject Classification ID

Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10)

Cites Work

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