Absolutely continuous copulas with given diagonal sections

Communications in Statistics - Theory and Methods

Volumn 37, Issue 18, 2008, Pages 2924-2942

  Durante, Fabrizio ^a   Jaworski, Piotr ^b  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

^b UNIVERSITY OF WARSAW   (Poland)

Author keywords

Copula; Diagonal section; Tail dependence

Indexed keywords

COPULA; DIAGONAL SECTION; EXPLICIT CONSTRUCTIONS; NECESSARY AND SUFFICIENT CONDITIONS; TAIL DEPENDENCE;

EID: 49149130867     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920802050927     Document Type: Article

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