Extremality of factorizable copulas and implicit dependence copulas

DOI10.1016/j.jmaa.2024.128863MaRDI QIDQ6640885

Noppawit Yanpaisan, Tippawan Santiwipanont, Songkiat Sumetkijakan

Publication date: 20 November 2024

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

zbMATH Keywords

copulacomplete dependenceimplicit dependenceextreme copulageneralized Markov productfactorizable copula

Mathematics Subject Classification ID

Multivariate analysis (62Hxx) Distribution theory (60Exx) Foundations of probability theory (60Axx)

Cites Work

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