Monotonicity of the tail dependence for multivariate \(t\)-copula (Q2918000)
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scientific article; zbMATH DE number 6091697
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity of the tail dependence for multivariate \(t\)-copula |
scientific article; zbMATH DE number 6091697 |
Statements
5 October 2012
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inverse gamma distribution
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regularly varying functions
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correlation coefficients
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Monotonicity of the tail dependence for multivariate \(t\)-copula (English)
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