Tail dependence of the Gaussian copula revisited (Q343977)
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scientific article; zbMATH DE number 6654901
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence of the Gaussian copula revisited |
scientific article; zbMATH DE number 6654901 |
Statements
Tail dependence of the Gaussian copula revisited (English)
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21 November 2016
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diagonal
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Gaussian copula
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maximal tail dependence
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tail independence
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index of tail dependence
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0.92235667
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0.9184352
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0.91517115
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0.91368985
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0.9136106
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0.9104962
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