Right-truncated Archimedean and related copulas
Year of publication: |
2021
|
---|---|
Authors: | Hofert, Marius |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 99.2021, p. 79-91
|
Subject: | Archimax and nested Archimedean copulas | Archimedean copulas | Conditional copulas | Right truncation | Tilted and outer power transformations | Theorie | Theory | Multivariate Verteilung | Multivariate distribution |
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