Rectangular patchwork for bivariate copulas and tail dependence

Communications in Statistics - Theory and Methods

Volumn 38, Issue 15, 2009, Pages 2515-2527

  Durante, Fabrizio ^a   Saminger Platz, Susanne ^a   Sarkoci, Peter ^a  

^a JOHANNES KEPLER UNIVERSITY LINZ   (Austria)

Author keywords

Copula; Exchangeability; Sections of copulas; Tail dependence

Indexed keywords

BIVARIATE; CONSTRUCTION OF COPULAS; COPULA; EXCHANGEABILITY; SECTIONS OF COPULAS; TAIL DEPENDENCE; UNIT SQUARES;

CORRELATION THEORY;

EID: 70449568808     PISSN: 03610926     EISSN: 1532415X     Source Type: Journal    
DOI: 10.1080/03610920802571203     Document Type: Article

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