A general approach to full-range tail dependence copulas (Q1681085): Difference between revisions

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Property / DOI: 10.1016/j.insmatheco.2017.08.009 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2017.08.009 / rank
 
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Latest revision as of 03:04, 11 December 2024

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A general approach to full-range tail dependence copulas
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    A general approach to full-range tail dependence copulas (English)
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    23 November 2017
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    scale mixtures
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    regularly varying
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    Pareto distribution
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    fast computational speed
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    asymptotic dependence
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    asymptotic independence
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