Now showing items 1-1 of 1

    • Copulas, diagonals and tail dependence 

      Durante, F; Fernández-Sánchez, J; Pappadà, R (Elsevier, 2015)
      We present some known and novel aspects about bivariate copulas with prescribed diagonal section by highlighting their use in the description of the tail dependence. Moreover, we present the tail concentration function ...