Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (Q3402049): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions |
scientific article |
Statements
Tail Dependence for Heavy-Tailed Scale Mixtures of Multivariate Distributions (English)
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2 February 2010
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tail dependence
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heavy tail
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multivariate regular variation
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copula
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hazard rate ordering
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multivariate elliptical distribution
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