Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Multivariate directional tail-weighted dependence measures - MaRDI portal

Multivariate directional tail-weighted dependence measures

From MaRDI portal

Publication:6596170

Jump to:navigation, search

DOI10.1016/j.jmva.2024.105319MaRDI QIDQ6596170

Xiaoting Li, Joe, Harry

Publication date: 2 September 2024

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

copulas extremes tail asymmetry tail dependence function tail expansion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Multivariate analysis (62Hxx)

This page was built for publication: Multivariate directional tail-weighted dependence measures

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:6596170&oldid=40140172"