Relations Between Hidden Regular Variation and the Tail Order of Copulas (Q5416538): Difference between revisions

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Revision as of 20:44, 5 March 2024

scientific article; zbMATH DE number 6295040
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English
Relations Between Hidden Regular Variation and the Tail Order of Copulas
scientific article; zbMATH DE number 6295040

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    Relations Between Hidden Regular Variation and the Tail Order of Copulas (English)
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    14 May 2014
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    multivariate regular variation
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    tail dependence
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    upper exponent function
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    tail order function
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    intermediate tail dependence
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