Conceptio › Archive › arXiv (All)
arXiv (All) open access

A new tractable Archimedean copula for full-range tail dependence

Hua, Lei
arXiv (All) · Papers
Open Source ↗Direct PDF ↓
methodology
Parametric copulas capable of capturing full-range tail dependence in both lower and upper tails are useful in many applications, including as pair-copula building blocks in vine copula models. However, it is challenging to create such copulas that have closed-form density functions, which limits th
Conceptio Open Archive

Analyze & explore related research in Conceptio

Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.

This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗

Related documents

Record · ID 1012909
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive