On the worst and least possible asymptotic dependence (Q901291)
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scientific article; zbMATH DE number 6524132
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the worst and least possible asymptotic dependence |
scientific article; zbMATH DE number 6524132 |
Statements
On the worst and least possible asymptotic dependence (English)
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23 December 2015
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asymptotic dependence/independence
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extreme value theory
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copula
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Gumbel tail
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regular variation
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risk measure
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