Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538)
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scientific article; zbMATH DE number 6295040
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Relations Between Hidden Regular Variation and the Tail Order of Copulas |
scientific article; zbMATH DE number 6295040 |
Statements
Relations Between Hidden Regular Variation and the Tail Order of Copulas (English)
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14 May 2014
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multivariate regular variation
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tail dependence
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upper exponent function
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tail order function
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intermediate tail dependence
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