Extremal dependence of copulas: a tail density approach (Q1931856)
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scientific article; zbMATH DE number 6126030
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal dependence of copulas: a tail density approach |
scientific article; zbMATH DE number 6126030 |
Statements
Extremal dependence of copulas: a tail density approach (English)
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16 January 2013
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tail dependence
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regularly varying density
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multivariate extremes
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tail risk
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vine copulas
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0.92235667
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0.9197894
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0.9185626
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0.9134872
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0.9133151
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