Dependence and order in families of Archimedean copulas

Journal of Multivariate Analysis

Volumn 60, Issue 1, 1997, Pages 111-122

  Nelsen, Roger B ^a  

^a NONE

Author keywords

Archimedean copula; Bivariate distribution; Concordance ordering; Lower tail dependence; Multivariate distribution; Upper tail dependence

Indexed keywords

EID: 0030703728     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1996.1646     Document Type: Article

References (14)

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