A note on distortion effects on the strength of bivariate copula tail dependence
Author:
Publisher
Elsevier BV
Subject
Statistics, Probability and Uncertainty,Statistics and Probability
Reference13 articles.
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4. Distorted copulas: constructions and tail dependence;Durante;Commun. Stat. Theory Methods,2010
5. A simple transformation of copulas;Durrleman;SSRN Electron. J.,2000
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