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- W4251040838 abstract "Abstract Copulas are a general tool for assessing the dependence structure of random variables. Important properties as well as several examples are discussed, including Archimedean copulas and the Marshall–Olkin copula. As measures of dependence, we consider linear correlation, rank correlation, the coefficients of tail dependence, and association." @default.
- W4251040838 created "2022-05-12" @default.
- W4251040838 creator A5014582865 @default.
- W4251040838 date "2010-02-26" @default.
- W4251040838 modified "2023-10-11" @default.
- W4251040838 title "Copulas: Estimation" @default.
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- W4251040838 doi "https://doi.org/10.1002/9780470061602.eqf15019" @default.
- W4251040838 hasPublicationYear "2010" @default.
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