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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Latest revision as of 11:42, 10 December 2024

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Tail dependence for multivariate copulas and its monotonicity
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    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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