Independence results for multivariate tail dependence coefficients
type: Item
instance of: scholarly article
title: Independence results for multivariate tail dependence coefficients
zbMATH Open document ID: 1404.62053
author: Juan Fernández-Sánchez
author: Roger B. Nelsen
author: José Juan Quesada-Molina
author: Manuel Úbeda-Flores
published in: Fuzzy Sets and Systems
publication date: 2018-02-19T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H86
zbMATH DE Number: 6840601
zbMATH Keywords: Archimedean copula
zbMATH Keywords: copula
zbMATH Keywords: extremal dependence
zbMATH Keywords: tail dependence
MaRDI profile type: Publication
full work available at URL: j.fss.2015.04.013
OpenAlex ID: W2233609023
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DOI: 10.1016/J.FSS.2015.04.013
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description: scientific article; zbMATH DE number 6840601