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A Markov product for tail dependence functions - MaRDI portal

A Markov product for tail dependence functions (Q1998722)

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A Markov product for tail dependence functions
scientific article

    Statements

    title
    A Markov product for tail dependence functions (English)
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    publication date
    8 March 2021
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    zbMATH Keywords
    copula
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    tail dependence
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    Markov product
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    Markov operator
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    substochastic operator
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    62H20
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    62G32
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    05A10
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    60J25
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    60J35
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    zbMATH DE Number
    7318531
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    OpenAlex ID
    W3012642105
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    arXiv ID
    2003.09636
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