Independence results for multivariate tail dependence coefficients
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Publication:1699339
DOI10.1016/j.fss.2015.04.013zbMath1404.62053OpenAlexW2233609023MaRDI QIDQ1699339
Manuel Úbeda-Flores, Roger B. Nelsen, José Juan Quesada-Molina, Juan Fernández-Sánchez
Publication date: 19 February 2018
Published in: Fuzzy Sets and Systems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.fss.2015.04.013
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Multivariate analysis and fuzziness (62H86)
Related Items (4)
On a generalization of Archimedean copula family ⋮ A generalization of Archimedean and Marshall-Olkin copulas family ⋮ On tail dependence coefficients of transformed multivariate Archimedean copulas ⋮ Constructions of copulas with given diagonal (and opposite diagonal) sections and some generalizations
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