Name
Abstract | ||
|---|---|---|
We describe a class of bivariate copulas having a fixed diagonal section. The obtained class contains both the Frechet upper and lower bounds and it allows to describe non-trivial tail dependence coefficients along both the diagonals of the unit square. |
Year | Venue | Keywords |
|---|---|---|
2011 | KYBERNETIKA | copulas,diagonal section,probability mass distribution,tail dependence |
DocType | Volume | Issue |
Journal | 47 | 4 |
ISSN | Citations | PageRank |
0023-5954 | 2 | 0.41 |
References | Authors | |
6 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Fabrizio Durante | 1 | 391 | 59.28 |
| J. Fernández-Sánchez | 2 | 29 | 7.01 |