| bibtype |
J -
Journal Article
|
| ARLID |
0343175 |
| utime |
20240111140739.8 |
| mtime |
20100521235959.9 |
| WOS |
000278242800015 |
| DOI |
10.1016/j.jmaa.2010.04.005 |
| title
(primary) (eng) |
L-infinity-measure of non-exchangeability for bivariate extreme value and Archimax copulas |
| specification |
| page_count |
6 s. |
| media_type |
www |
|
| serial |
| ARLID |
cav_un_epca*0257017 |
| ISSN |
0022-247X |
| title
|
Journal of Mathematical Analysis and Applications |
| volume_id |
180 |
| volume |
3 (2010) |
| page_num |
610-165 |
| publisher |
|
|
| keyword |
copula |
| keyword |
extreme value copula |
| keyword |
tail dependence |
| author
(primary) |
| ARLID |
cav_un_auth*0213278 |
| name1 |
Durante |
| name2 |
F. |
| country |
IT |
|
| author
|
| ARLID |
cav_un_auth*0101163 |
| name1 |
Mesiar |
| name2 |
Radko |
| full_dept (cz) |
Ekonometrie |
| full_dept |
Department of Econometrics |
| department (cz) |
E |
| department |
E |
| institution |
UTIA-B |
| full_dept |
Department of Econometrics |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| cas_special |
| research |
CEZ:AV0Z10750506 |
| abstract
(eng) |
In the class of bivariate extreme value copulas, the maximal infty-degree of non-exchangeability is calculated and copulas attaining this extremal asymmetry are introduced. Similar considerations are done for extreme value copulas with a fixed upper tail dependence, and for Archimax copulas. |
| reportyear |
2011 |
| RIV |
BA |
| permalink |
http://hdl.handle.net/11104/0185709 |
| mrcbT16-e |
MATHEMATICS|MATHEMATICSAPPLIED |
| mrcbT16-f |
1.345 |
| mrcbT16-g |
0.22 |
| mrcbT16-h |
7.6 |
| mrcbT16-i |
0.06679 |
| mrcbT16-j |
0.718 |
| mrcbT16-k |
15826 |
| mrcbT16-l |
759 |
| mrcbT16-s |
1.419 |
| mrcbT16-4 |
Q1 |
| mrcbT16-B |
63.612 |
| mrcbT16-C |
81.782 |
| mrcbT16-D |
Q2 |
| mrcbT16-E |
Q1 |
| arlyear |
2010 |
| mrcbU34 |
000278242800015 WOS |
| mrcbU56 |
pdf |
| mrcbU63 |
cav_un_epca*0257017 Journal of Mathematical Analysis and Applications 0022-247X 1096-0813 Roč. 180 č. 3 2010 610 165 Elsevier |
|