A study of one-factor copula models from a tail dependence perspective (Q6668694)
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scientific article; zbMATH DE number 7972594
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A study of one-factor copula models from a tail dependence perspective |
scientific article; zbMATH DE number 7972594 |
Statements
A study of one-factor copula models from a tail dependence perspective (English)
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22 January 2025
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tail dependence coefficient
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tail dependence matrix
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correlation polytope
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BB1 family
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