Dependence measures for perturbations of copulas
type: Item
instance of: scholarly article
title: Dependence measures for perturbations of copulas
zbMATH Open document ID: 1384.62169
author: Jozef Komorník
author: Magda Komorníková
author: Jana Kalická
published in: Fuzzy Sets and Systems
publication date: 2018-02-20T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62N01
zbMATH DE Number: 6841109
zbMATH Keywords: copula
zbMATH Keywords: perturbation of copula
zbMATH Keywords: tail dependence
zbMATH Keywords: dependence measures
zbMATH Keywords: insurance data
zbMATH Keywords: censoring
describes a project that uses: copula
MaRDI profile type: Publication
full work available at URL: j.fss.2017.01.014
OpenAlex ID: W2583390502
cites work: On a Measure of Dependence Between two Random Variables
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cites work: Modelling financial time series using reflections of copulas
cites work: Perturbation of bivariate copulas
cites work: An introduction to copulas.
cites work: Nonparametric inference on multivariate versions of Blomqvist's beta and related measures of tail dependence
cites work: Multivariate versions of Blomqvist's beta and Spearman's footrule
DOI: 10.1016/J.FSS.2017.01.014
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description: scientific article; zbMATH DE number 6841109