A geometric investigation into the tail dependence of vine copulas (Q2034451): Difference between revisions
From MaRDI portal
Latest revision as of 00:41, 26 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A geometric investigation into the tail dependence of vine copulas |
scientific article |
Statements
A geometric investigation into the tail dependence of vine copulas (English)
0 references
22 June 2021
0 references
coefficient of tail dependence
0 references
gauge function
0 references
multivariate extremes
0 references
vine copula
0 references
0 references