Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (Q3552944)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case |
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Semi‐Parametric Models for the Multivariate Tail Dependence Function – the Asymptotically Dependent Case (English)
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22 April 2010
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elliptical copula
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tail index
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Kendall's correlation
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