𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Shuffles of copulas and a new measure of dependence

✍ Scribed by P. Ruankong; T. Santiwipanont; S. Sumetkijakan

Book ID
119299511
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
577 KB
Volume
398
Category
Article
ISSN
0022-247X

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πŸ“œ SIMILAR VOLUMES

Dependence and Order in Families of Arch
Dependence and Order in Families of Archimedean Copulas
✍ Roger B. Nelsen πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 973 KB

The copula for a bivariate distribution function H(x, y) with marginal distribution functions F (x) and G( y) is the function , where . is a convex decreasing continuous function on (0, 1] with .(1)=0. A copula has lower tail dependence if C(u, u)Γ‚u converges to a constant # in (0, 1] as u Γ„ 0 + ;