On the residual dependence index of elliptical distributions (Q979196): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 01:49, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the residual dependence index of elliptical distributions |
scientific article |
Statements
On the residual dependence index of elliptical distributions (English)
0 references
25 June 2010
0 references
partial residual dependence index
0 references
Gumbel max-domain of attraction
0 references
Weibull-tail distribution
0 references
elliptical distribution
0 references
quadratic programming problem
0 references
