The bivariate normal copula function is regularly varying
type: Item
instance of: scholarly article
title: The bivariate normal copula function is regularly varying
zbMATH Open document ID: 1228.62060
author: Thomas Fung
author: Eugene Seneta
published in: Statistics \& Probability Letters
publication date: 2011-10-28T00:00:00Z
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62G32
Mathematics Subject Classification ID: 62H20
zbMATH DE Number: 5965247
zbMATH Keywords: inverse functions
zbMATH Keywords: asymptotic tail dependence
MaRDI profile type: Publication
full work available at URL: j.spl.2011.06.003
OpenAlex ID: W2070499661
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DOI: 10.1016/J.SPL.2011.06.003
description: scientific article; zbMATH DE number 5965247