Tail dependence for multivariate copulas and its monotonicity (Q998294): Difference between revisions
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Property / DOI: 10.1016/j.insmatheco.2007.08.008 / rank | |||
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Property / DOI: 10.1016/J.INSMATHECO.2007.08.008 / rank | |||
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Latest revision as of 11:42, 10 December 2024
scientific article
Language | Label | Description | Also known as |
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English | Tail dependence for multivariate copulas and its monotonicity |
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Statements
Tail dependence for multivariate copulas and its monotonicity (English)
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28 January 2009
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tail dependence
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copula
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multivariate \(t\)-distribution
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inverse gamma distribution
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regularly varying distribution
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orthant dependence
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