Copula structure analysis based on extreme dependence
type: Item
instance of: scholarly article
title: Copula structure analysis based on extreme dependence
zbMATH Open document ID: 1407.62164
author: Claudia Klüppelberg
author: Stephan Haug
author: Gabriel Kuhn
published in: Statistics and Its Interface
publication date: 2018-05-08T00:00:00Z
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H20
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 60G70
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6866808
zbMATH Keywords: extreme value statistics
zbMATH Keywords: elliptical copula
zbMATH Keywords: factor analysis
zbMATH Keywords: Kendall's tau
zbMATH Keywords: multivariate statistics
zbMATH Keywords: risk analysis
zbMATH Keywords: structure analysis
zbMATH Keywords: tail dependence function
Wikidata QID: Q59278101
MaRDI profile type: Publication
DOI: 10.4310/SII.2015.V8.N1.A9
description: scientific article; zbMATH DE number 6866808