L∞-measure of non-exchangeability for bivariate extreme value and Archimax copulas

Journal of Mathematical Analysis and Applications

Volumn 369, Issue 2, 2010, Pages 610-615

  Durante, Fabrizio ^a   Mesiar, Radko ^b,c  

^a FREE UNIVERSITY OF BOLZANO   (Italy)

^b SLOVAK UNIVERSITY OF TECHNOLOGY   (Slovakia)

^c INSTITUTE OF INFORMATION THEORY AND AUTOMATION   (Czech Republic)

Author keywords

Copula; Exchangeability; Extreme value distribution; Tail dependence

Indexed keywords

EID: 77953020637     PISSN: 0022247X     EISSN: 10960813     Source Type: Journal    
DOI: 10.1016/j.jmaa.2010.04.005     Document Type: Article

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