Invariant dependence structure under univariate truncation
type: Item
instance of: scholarly article
title: Invariant dependence structure under univariate truncation
zbMATH Open document ID: 1241.62083
DOI: 10.1080/02331888.2010.512977
author: Fabrizio Durante
author: Piotr Jaworski
published in: Statistics
publication date: 2012-06-25T00:00:00Z
Mathematics Subject Classification ID: 62H05
zbMATH DE Number: 6049495
zbMATH Keywords: Clayton model
zbMATH Keywords: copulas
zbMATH Keywords: treshold copulas
zbMATH Keywords: univariate conditioning
zbMATH Keywords: tail dependance
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1080/02331888.2010.512977
OpenAlex ID: W2014420531
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description: scientific article; zbMATH DE number 6049495