Extraction dependence structure of distorted copulas via a measure of dependence - Tran, Hien Duy; Pham, Uyen Hoang; Ly, Sel; Vo-Duy, T. (Annals of operations research, 2017)
Keywords: Analysis; Bootstrap method; Business and Management; Combinatorics; Computer simulation; Decision making; Dependency (Psychology); Distortion; Extreme values; Iukm2015; Measurement methods; Monte Carlo simulation; Operations research; Operations Research/Decision Theory; Probability theory; Theory of Computation; Copulas; Distortion functions; Measures of dependence; Monotone dependence; Comonotonicity; Sobolev norm; Countermonotonicity