Tails of correlation mixtures of elliptical copulas (Q2276214): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 0912.3516 / rank | |||
Normal rank | |||
Revision as of 03:27, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tails of correlation mixtures of elliptical copulas |
scientific article |
Statements
Tails of correlation mixtures of elliptical copulas (English)
0 references
1 August 2011
0 references
penultimate tail dependence
0 references
stochastic correlations
0 references
\(t\)-copulas
0 references
