Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

✍ Scribed by Arthur Charpentier; Johan Segers

• Book ID: 108153103
• Publisher: Elsevier Science
• Year: 2007
• Tongue: English
• Weight: 243 KB
• Volume: 40
• Category: Article
• ISSN: 0167-6687
• DOI: 10.1016/j.insmatheco.2006.08.004