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Invariant dependence structures and Archimedean copulas

  1. 1.
    SYSNO0365505
    TitleInvariant dependence structures and Archimedean copulas
    Author(s) Durante, F. (IT)
    Jaworski, P. (PL)
    Mesiar, Radko (UTIA-B) [E] RID, ORCID
    Source Title Statistics & Probability Letters. Roč. 81, č. 12 (2011), s. 1995-2003. - : Elsevier
    Document TypeČlánek v odborném periodiku
    Grant GAP402/11/0378 GA ČR - Czech Science Foundation (CSF)
    CEZAV0Z10750506 - UTIA-B (2005-2011)
    Languageeng
    CountryNL
    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 Linkhttp://hdl.handle.net/11104/0200734
     
Number of the records: 1  

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