Extremal behavior of Archimedean copulas (Q2996576): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extremal behavior of Archimedean copulas |
scientific article |
Statements
Extremal behavior of Archimedean copulas (English)
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3 May 2011
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domain of attraction
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extreme value copula
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\(\ell_1\)-norm symmetric distribution
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regular variation
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simplex distribution
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tail dependence
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threshold copula
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Williamson transform
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