Tail dependence from a distributional point of view (Q1880891)
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: Tail dependence from a distributional point of view |
scientific article; zbMATH DE number 2102874
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence from a distributional point of view |
scientific article; zbMATH DE number 2102874 |
Statements
Tail dependence from a distributional point of view (English)
0 references
24 September 2004
0 references
archimedean copula
0 references
dependent risks
0 references
extreme value theory
0 references
regular variation
0 references
tail dependence
0 references
invariance properties
0 references
0 references
0 references
0.9031102
0 references
0 references
0.9026815
0 references
0.9007466
0 references
0 references
0.89350057
0 references
0.8931534
0 references
