On tail dependence for Grubbs' copula-function (Q269085)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On tail dependence for Grubbs' copula-function |
scientific article; zbMATH DE number 6569960
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On tail dependence for Grubbs' copula-function |
scientific article; zbMATH DE number 6569960 |
Statements
On tail dependence for Grubbs' copula-function (English)
0 references
18 April 2016
0 references
copula-function
0 references
tail dependence
0 references
upper-left and lower-right tail dependencies coefficients
0 references
symmetric copula
0 references
joint distribution function of standardized maximum and minimum
0 references
normal distribution
0 references
0 references
0 references
