Tail order and intermediate tail dependence of multivariate copulas (Q634561): Difference between revisions

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Property / DOI: 10.1016/j.jmva.2011.05.011 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.jmva.2011.05.011 / rank
 
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Latest revision as of 23:10, 9 December 2024

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Tail order and intermediate tail dependence of multivariate copulas
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    Tail order and intermediate tail dependence of multivariate copulas (English)
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    16 August 2011
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    Archimedean copula
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    Laplace transform
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    max-infinitely divisible
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    maximal moment
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    reflection symmetry
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    regular variation
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    tail asymmetry
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