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Conditional normal extreme-value copulas - MaRDI portal

Conditional normal extreme-value copulas (Q2231306)

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Conditional normal extreme-value copulas
scientific article

    Statements

    title
    Conditional normal extreme-value copulas (English)
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    author
    Pavel Krupskii
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    Marc G. Genton
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    published in
    Extremes
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    publication date
    29 September 2021
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    zbMATH Keywords
    factor copula
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    residual dependence
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    spatial dependence
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    tail asymmetry
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    tail dependence
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    cites work
    Q2923332
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    Q5310520
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    Q5485944
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    Q5706744
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    Q3281461
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    Q5535928
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    Identifiers

    Mathematics Subject Classification ID
    62H05
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    60G70
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    62P20
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    62P35
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    zbMATH DE Number
    7403100
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    OpenAlex ID
    W3137929677
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    arXiv ID
    2006.11759
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