Strictly Archimedean copulas with complete association for multivariate dependence based on the Clayton family
نویسندگان
چکیده
منابع مشابه
On tail dependence coefficients of transformed multivariate Archimedean copulas
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ژورنال
عنوان ژورنال: Dependence Modeling
سال: 2018
ISSN: 2300-2298
DOI: 10.1515/demo-2018-0001