Tail dependence for multivariate copulas and its monotonicity (Q998294): Difference between revisions
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Revision as of 00:05, 29 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail dependence for multivariate copulas and its monotonicity |
scientific article |
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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