Invariant dependence structures and Archimedean copulas
type: Item
instance of: scholarly article
title: Invariant dependence structures and Archimedean copulas
zbMATH Open document ID: 1225.62069
author: Fabrizio Durante
author: Piotr Jaworski
author: Radko Mesiar
published in: Statistics \& Probability Letters
publication date: 2011-11-15T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62E10
Mathematics Subject Classification ID: 60G70
zbMATH DE Number: 5971823
zbMATH Keywords: Clayton model
zbMATH Keywords: tail dependence
MaRDI profile type: Publication
full work available at URL: j.spl.2011.08.018
OpenAlex ID: W2066590972
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DOI: 10.1016/J.SPL.2011.08.018
description: scientific article; zbMATH DE number 5971823