Measuring non-exchangeable tail dependence using tail copulas (Q6174090)
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scientific article; zbMATH DE number 7712486
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Measuring non-exchangeable tail dependence using tail copulas |
scientific article; zbMATH DE number 7712486 |
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Measuring non-exchangeable tail dependence using tail copulas (English)
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13 July 2023
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copula
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tail copula
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tail dependence
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tail dependence coefficient
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tail dependence function
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tail non-exchangeability
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