Rectangular Patchwork for Bivariate Copulas and Tail Dependence

Author: Durante Fabrizio   Saminger-Platz Susanne   Sarkoci Peter  

Publisher: Taylor & Francis Ltd

ISSN: 0361-0926

Source: Communications in Statistics: Theory and Methods, Vol.38, Iss.15, 2009-09, pp. : 2515-2527

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Abstract