Intermediate Tail Dependence: A Review and Some New Results
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Publication:5253390
DOI10.1007/978-1-4614-6892-9_15zbMath1312.62062arXiv1212.0614OpenAlexW2124872085MaRDI QIDQ5253390
Publication date: 22 May 2015
Published in: Stochastic Orders in Reliability and Risk (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1212.0614
Characterization and structure theory for multivariate probability distributions; copulas (62H05) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
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