Strength of tail dependence based on conditional tail expectation (Q391924)
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scientific article; zbMATH DE number 6244571
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Strength of tail dependence based on conditional tail expectation |
scientific article; zbMATH DE number 6244571 |
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Strength of tail dependence based on conditional tail expectation (English)
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13 January 2014
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tail order
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intermediate tail dependence
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tail quadrant independence
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stochastic increasing
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tail behavior
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copulas
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boundary conditional distributions
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maximum domain of attraction
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