A general approach to full-range tail dependence copulas (Q1681085)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A general approach to full-range tail dependence copulas |
scientific article; zbMATH DE number 6811596
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A general approach to full-range tail dependence copulas |
scientific article; zbMATH DE number 6811596 |
Statements
A general approach to full-range tail dependence copulas (English)
0 references
23 November 2017
0 references
scale mixtures
0 references
regularly varying
0 references
Pareto distribution
0 references
fast computational speed
0 references
asymptotic dependence
0 references
asymptotic independence
0 references
0 references
0 references
0 references
