Behaviour of multivariate tail dependence coefficients (Q5224270)
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scientific article; zbMATH DE number 7084455
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Behaviour of multivariate tail dependence coefficients |
scientific article; zbMATH DE number 7084455 |
Statements
Behaviour of multivariate tail dependence coefficients (English)
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23 July 2019
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bivariate tail dependence
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copula
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multivariate tail dependence
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\(t\)-copula
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\(t\)-distribution
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