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On tail dependence for three-parameter Grubbs' copula - MaRDI portal

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On tail dependence for three-parameter Grubbs' copula (Q2027911)

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scientific article; zbMATH DE number 7352114
Language Label Description Also known as
English
On tail dependence for three-parameter Grubbs' copula
scientific article; zbMATH DE number 7352114

    Statements

    title
    On tail dependence for three-parameter Grubbs' copula (English)
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    author
    L. K. Shiryaeva
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    publication date
    28 May 2021
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    zbMATH Keywords
    copula
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    tail dependence
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    upper-left and lower-right tail dependencies coefficients
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    joint distribution function of studentized minimum and maximum
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    normal distribution
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    outlier
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    Identifiers

    zbMATH DE Number
    7352114
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    OpenAlex ID
    W3118572235
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