Independence results for multivariate tail dependence coefficients (Q1699339)
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scientific article; zbMATH DE number 6840601
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Independence results for multivariate tail dependence coefficients |
scientific article; zbMATH DE number 6840601 |
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Independence results for multivariate tail dependence coefficients (English)
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19 February 2018
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Archimedean copula
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copula
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extremal dependence
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tail dependence
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0.9349953
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0.9029267
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0.8998159
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0.8982463
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0.8922103
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