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Tail-weighted measures of dependence - MaRDI portal

Tail-weighted measures of dependence (Q5130181)

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scientific article; zbMATH DE number 7269573
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English
Tail-weighted measures of dependence
scientific article; zbMATH DE number 7269573

    Statements

    title
    Tail-weighted measures of dependence (English)
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    author
    Pavel Krupskii
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    Joe, Harry
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    publication date
    4 November 2020
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    zbMATH Keywords
    copula
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    dependence measure
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    factor model
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    intermediate tail dependence
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    tail asymmetry
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    tail dependence
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    Identifiers

    zbMATH DE Number
    7269573
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    OpenAlex ID
    W2033975606
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