A Markov product for tail dependence functions (Q1998722)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov product for tail dependence functions |
scientific article |
Statements
A Markov product for tail dependence functions (English)
0 references
8 March 2021
0 references
copula
0 references
tail dependence
0 references
Markov product
0 references
Markov operator
0 references
substochastic operator
0 references
0 references
