\(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
type: Item
instance of: scholarly article
title: \(L^{\infty }\)-measure of non-exchangeability for bivariate extreme value and Archimax copulas
zbMATH Open document ID: 1191.62094
author: Fabrizio Durante
author: Radko Mesiar
published in: Journal of Mathematical Analysis and Applications
publication date: 2010-07-20T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 60G09
zbMATH DE Number: 5757902
zbMATH Keywords: copula
zbMATH Keywords: exchangeability
zbMATH Keywords: extreme value distribution
zbMATH Keywords: tail dependence
describes a project that uses: QRM
MaRDI profile type: Publication
full work available at URL: j.jmaa.2010.04.005
OpenAlex ID: W2076913984
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DOI: 10.1016/J.JMAA.2010.04.005
description: scientific article; zbMATH DE number 5757902