On the residual dependence index of elliptical distributions (Q979196): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
Property / arXiv ID | |||
Property / arXiv ID: 0811.3552 / rank | |||
Normal rank |
Revision as of 18:19, 18 April 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