Hutchinson-Lai's conjecture for bivariate extreme value copulas

Statistics and Probability Letters

Volumn 61, Issue 2, 2003, Pages 191-198

  Hürlimann, Werner ^a  

^a Inst voor Actuariaat en Econometrie   (Switzerland)

Author keywords

Bivariate extreme value; Copula; Kendall tau; Monotone regression dependence; Spearman rho; Stochastic increasing dependence; Variational calculus

Indexed keywords

EID: 0037437995     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-7152(02)00349-8     Document Type: Article

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