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Invariant dependence structures and Archimedean copulas
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SYSNO 0365505 Title Invariant dependence structures and Archimedean copulas Author(s) Durante, F. (IT)
Jaworski, P. (PL)
Mesiar, Radko (UTIA-B) [E] RID, ORCIDSource Title Statistics & Probability Letters. Roč. 81, č. 12 (2011), s. 1995-2003. - : Elsevier Document Type Článek v odborném periodiku Grant GAP402/11/0378 GA ČR - Czech Science Foundation (CSF) CEZ AV0Z10750506 - UTIA-B (2005-2011) Language eng Country NL Keywords Archimedean copula * Tail dependence * Clayton model URL http://library.utia.cas.cz/separaty/2011/E/mesiar-invariant dependence structures and archimedean copulas.pdf Permanent Link http://hdl.handle.net/11104/0200734
Number of the records: 1