Tail order and intermediate tail dependence of multivariate copulas (Q634561)

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scientific article; zbMATH DE number 5939239
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English
Tail order and intermediate tail dependence of multivariate copulas
scientific article; zbMATH DE number 5939239

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    Tail order and intermediate tail dependence of multivariate copulas (English)
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    16 August 2011
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    Archimedean copula
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    Laplace transform
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    max-infinitely divisible
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    maximal moment
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    reflection symmetry
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    regular variation
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    tail asymmetry
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