From Archimedean to Liouville copulas
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Publication:979231
DOI10.1016/j.jmva.2010.03.015zbMath1190.62102OpenAlexW1979307052MaRDI QIDQ979231
Alexander J. McNeil, Johanna G. Nešlehová
Publication date: 25 June 2010
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmva.2010.03.015
Laplace transformstochastic orderingKendall's taustochastic simulationArchimedean copulaLiouville distributiondependence orderingsimplex distribution\(\ell _{1}\)-norm symmetric distributionWilliamson \(d\)-transform
Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probability distributions: general theory (60E05)
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Uses Software
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